Meta-Black-Box Optimization Can Do Search Guidance for Expensive Constrained Multi-Objective Optimization
Yukun Du, Haiyue Yu, Jiang Jiang, Shuaiwen Tang, Xiaotong Xie + 3 more
TLDR
MetaSG-SAEA introduces a bi-level MetaBBO framework that provides search guidance for expensive constrained multi-objective optimization problems.
Key contributions
- Introduces MetaSG-SAEA, a bi-level MetaBBO framework for search guidance in expensive constrained multi-objective problems.
- Proposes Max-Min Constraint-Calibrated Inequality (MM-CCI) for problem-agnostic constraint region abstraction.
- Uses diffusion-based initialization to translate meta-policy region guidance into solution-level priors for SAEA.
- Achieves scalability with an attention-based state representation across varying problem dimensions and objectives.
Why it matters
Existing MetaBBO methods often neglect effective search space exploration. This paper introduces a novel framework that provides crucial search guidance, leading to superior performance and better generalization for complex, expensive constrained multi-objective optimization problems.
Original Abstract
Existing Meta-Black-Box Optimization (MetaBBO) methods focus on how to search when controlling optimizers, but largely overlook where to search. We propose MetaSG-SAEA, a bi-level MetaBBO framework for expensive constrained multi-objective optimization problems (ECMOPs), in which a meta-policy provides search guidance to the low-level Surrogate-Assisted Evolutionary Algorithm (SAEA). To achieve this, we introduce Max-Min Constraint-Calibrated Inequality (MM-CCI), a compact, problem-agnostic region abstraction that maps heterogeneous constraint evaluations to an ordered scalar level; we further provide a theoretical analysis of its fundamental properties. Building on this region abstraction, we adopt diffusion-based population initialization to translate the meta-policy's region-level guidance into solution-level priors for the SAEA. To make MetaSG-SAEA scalable, we construct an attention-based state representation across varying problem dimensions, population sizes, and numbers of objectives and constraints. Experimental results demonstrate that MetaSG-SAEA outperforms state-of-the-art baselines across diverse benchmarks and exhibits the ability to generalize across problem distributions.
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