A Surrogate-Assisted Cooperative Co-evolutionary Algorithm Using Recursive Differential Grouping as Decomposition Strategy

ooperative co-evolutionary algorithms, especiallythose able to uncover interaction structure between variables,have a great potential in optimizing large-scale problems. Nev-ertheless, they are expensive in terms of number of functionevaluations and this issue can be quite problematic whendealing with computationally expensive optimization problems.An effective approach to deal with such problems lies in theexploitation of surrogate models. The latter ones work as cheap-to-evaluate alternatives to the expensive function reducing thecomputational cost, while still providing improved designs. Thisprocess, called surrogate-assisted optimization, is very effective onsmall-dimensional problems but is not suitable to solve large-scaleproblems due to the curse of dimensionality. In this paper, a newalgorithm, taking benefit from cooperative coevolution and sur-rogate models, is introduced to efficiently solve high-dimensional,expensive and black-box problems. The proposed algorithm usesrecursive differential grouping to perform an accurate problemdecomposition. Experimental results are provided on a set of1000-dimensional problems and show promising results