Mixture surrogate models based on Dempster‐Shafer theory for global optimization problems

Recent research in algorithms for solving global optimization problems using response surface methodology has shown that it is in general not possible to use one surrogate model for solving different kinds of problems. In this paper the approach of applying Dempster‐Shafer theory to surrogate model selection and their combination is described. Various conflict redistribution rules have been examined with respect to their influence on the results. Furthermore, the implications of the surrogate model type, i.e. using combined, single or a hybrid of both, have been studied. The suggested algorithms were applied to several well‐known global optimization test problems. The results indicate that the used approach leads for all problems to a thorough exploration of the variable domain, i.e. the vicinities of global optima could be detected, and that the global minima could in most cases be approximated with high accuracy.