On the exploitation of search history and accumulative sampling in robust optimisation
Khulood Alyahya, Kevin Doherty, Jonathan Edward Fieldsend, Ozgur E. Akman · Proceedings of the Genetic and Evolutionary Computation Conference Companion · 2017
Efficient robust optimisation methods exploit the search history when evaluating a new solution by using information from previously visited solutions that fall in the new solution's uncertainty neighbourhood. We propose a full exploitation of the search history by updating the robust fitness approximations across the entire search history rather than a fixed population. Our proposed method shows promising results on a range of test problems compared with other approaches from the literature.