A probabilistic approach to surrogate assisted multi-objective
optimization of complex groundwater problems
Abstract
Groundwater management involves a complex decision-making process, often
with the need to balance the trade-off between meeting society’s demand
for water and environmental protection. Therefore effective management
of groundwater resources often involves some form of multi-objective
optimization (MOO). Many existing software tools offer simulation
model-enabled optimization, including evolutionary algorithms, for
solving MOO problems. However, such analyses involve a huge amount of
numerical process-based model runs, which require significant
computational effort, depending on the nonlinearity and dimensionality
of the problem, in order to seek the optimal trade-off function known as
the Pareto front. Surrogate modeling, through techniques such as
Gaussian Process Regression (GPR), is an emerging approach to
significantly reduce the number of these model evaluations thereby
speeding up the optimization process. Yet, surrogate model predictive
uncertainty remains a profound challenge for MOO, as the current Pareto
dominance criteria presumes that model responses are deterministic. Such
presumption could mislead surrogate-assisted optimization, which may
result in either little computational savings from excessive retraining,
or lead to suboptimal and/or infeasible solutions. In this work, we
present probabilistic Pareto dominance criteria that considers the
uncertainty of GPR emulation during MOO, producing a ”cloudy’” Pareto
front which provides an efficient decision space sampling mechanism for
retraining the GPR. We then developed a novel acquisition strategy to
manage the solution repository from this cloud and generate an ensemble
of infill points for retraining. We demonstrate the capabilities of the
algorithm through benchmark test functions and a typical
density-dependent coastal groundwater management problem.