Evolutionary Computation for Expensive Optimization: A Survey - Machine Intelligence Research

Expensive optimization problem (EOP) widely exists in various significant real-world applications. However, EOP requires expensive or even unaffordable costs for evaluating candidate solutions, which is expensive for the algorithm to find a satisfactory solution. Moreover, due to the fast-growing application demands in the economy and society, such as the emergence of the smart cities, the internet of things, and the big data era, solving EOP more efficiently has become increasingly essential in various fields, which poses great challenges on the problem-solving ability of optimization approach for EOP. Among various optimization approaches, evolutionary computation (EC) is a promising global optimization tool widely used for solving EOP efficiently in the past decades. Given the fruitful advancements of EC for EOP, it is essential to review these advancements in order to synthesize and give previous research experiences and references to aid the development of relevant research fields and real-world applications.