Most existing work on evolutionary optimization assumes that there are analytic functions for evaluating the objectives and constraints. In the real world, however, the objective or constraint values of many optimization problems can be evaluated solely based on data and solving such optimization problems is often known as data-driven optimization. In this paper, we divide data-driven optimization problems into two categories, i.e., offline and online data-driven optimization, and discuss the main challenges involved therein. An evolutionary algorithm is then presented to optimize the design of a trauma system, which is a typical offline data-driven multiobjective optimization problem, where the objectives and constraints can be evaluated using incidents only. As each single function evaluation involves a large amount of patient data, we develop a multifidelity surrogate-management strategy to reduce the computation time of the evolutionary optimization. The main idea is to adaptively tune the approximation fidelity by clustering the original data into different numbers of clusters and a regression model is constructed to estimate the required minimum fidelity. Experimental results show that the proposed algorithm is able to save up to 90% of computation time without much sacrifice of the solution quality.
['Handing Wang', 'Yaochu Jin', 'Jan O. Jansen']
Data-Driven Surrogate-Assisted Multiobjective Evolutionary Optimization of a Trauma System