A Generic Test Suite for Evolutionary Multifidelity Optimization

Abstract

Many real-world optimization problems involve computationally intensive numerical simulations to accurately evaluate the quality of solutions. Usually, the fidelity of the simulations can be controlled using certain parameters and there is a tradeoff between simulation fidelity and computational cost, i.e., the higher the fidelity, the more complex the simulation will be. To reduce the computational time in simulation-driven optimization, it is a common practice to use multiple fidelity levels in search for the optimal solution. So far, not much work has been done in evolutionary optimization that considers multiple fidelity levels in fitness evaluations. In this paper, we aim to develop test suites that are able to capture some important characteristics in real-world multifidelity optimization, thereby offering a useful benchmark for developing evolutionary algorithms for multifidelity optimization. To demonstrate the usefulness of the proposed test suite, three strategies for adapting the fidelity level of the test problems during optimization are suggested and embedded in a particle swarm optimization (PSO) algorithm. Our simulation results indicate that the use of changing fidelity is able to enhance the performance and reduce the computational cost of the PSO, which is desired in solving expensive optimization problems.