Composite Indicator-Guided Infilling Sampling for Expensive Multi-Objective Optimization

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 three benchmark test sets and real-world problems demonstrate that the proposed algorithm outperforms five state-of-the-art expensive multi-objective optimization algorithms.