Local function approximation in evolutionary algorithms for the optimization of costly functions

@article{Regis2004LocalFA,
  title={Local function approximation in evolutionary algorithms for the optimization of costly functions},
  author={Rommel G. Regis and Christine A. Shoemaker},
  journal={IEEE Transactions on Evolutionary Computation},
  year={2004},
  volume={8},
  pages={490-505}
}
We develop an approach for the optimization of continuous costly functions that uses a space-filling experimental design and local function approximation to reduce the number of function evaluations in an evolutionary algorithm. Our approach is to estimate the objective function value of an offspring by fitting a function approximation model over the k nearest previously evaluated points, where k=(d+1)(d+2)/2 and d is the dimension of the problem. The estimated function values are used to… CONTINUE READING