A framework for evolutionary optimization with approximate fitness functions

Abstract

It is not unusual that an approximate model is needed for fitness evaluation in evolutionary computation. In this case, the convergence properties of the evolutionary algorithm are unclear due to the approximation error of the model. In this paper, extensive empirical studies are carried out to investigate the convergence properties of an evolution strategy using an approximate fitness function on two benchmark problems. It is found that incorrect convergence will occur if the approximate model has false optima. To address this problem, individual- and generation-based evolution control are introduced and the resulting effects on the convergence properties are presented. A framework for managing approximate models in generation-based evolution control is proposed. This framework is well suited for parallel evolutionary optimization, which is able to guarantee the correct convergence of the evolutionary algorithm, as well as to reduce the computation cost as much as possible. Control of the evolution and updating of the approximate models are based on the estimated fidelity of the approximate model. Numerical results are presented for three test problems and for a aerodynamic design example.