Abstract:Expensive black-box optimization is ubiquitous in science and engineering, where function evaluations are costly and the evaluation budget is limited. Traditional evolutionary algorithms and Meta-BlackBox Optimization (MetaBBO) approaches typically consume most evaluations on candidate selection, often wasting precious budget on inferior solutions. Although surrogate-assisted evolution and Bayesian optimization aim to reduce evaluations through surrogate models, constructing an accurate global model from limited data remains challenging, and model bias can easily trap the search in local optima. To overcome these limitations, we propose NeurGO, a generative MetaBBO framework that directly synthesizes elite candidates from historical population states. Specifically, we employ an attention-based encoder to capture the population-level search trend and condition a decoder on this representation to generate high-quality candidates, avoiding the expensive evaluation of large offspring pools. We then design a quality-diversity loss to maintain solution quality and population diversity throughout the search. Through extensive benchmarking on CEC 2008 and the COCO BBOB test suites, our method achieves better optimization performance under the same evaluation budget and exhibits faster convergence.
Abstract:In expensive multi-objective optimization, where the evaluation budget is strictly limited, selecting promising candidate solutions for expensive fitness evaluations is critical for accelerating convergence and improving algorithmic performance. However, designing an optimization strategy that effectively balances convergence, diversity, and distribution remains a challenge. To tackle this issue, we propose a composite indicator-based evolutionary algorithm (CI-EMO) for expensive multi-objective optimization. In each generation of the optimization process, CI-EMO first employs NSGA-III to explore the solution space based on fitness values predicted by surrogate models, generating a candidate population. Subsequently, we design a novel composite performance indicator to guide the selection of candidates for real fitness evaluation. This indicator simultaneously considers convergence, diversity, and distribution to improve the efficiency of identifying promising candidate solutions, which significantly improves algorithm performance. The composite indicator-based candidate selection strategy is easy to achieve and computes efficiency. Component analysis experiments confirm the effectiveness of each element in the composite performance indicator. Comparative experiments on benchmark problems demonstrate that the proposed algorithm outperforms five state-of-the-art expensive multi-objective optimization algorithms.