Parallel surrogate-assisted optimization: Batched Bayesian Neural Network-assisted GA versus q-EGO

Surrogate-based optimization is widely used to deal with long-running black-box simulation-based objective functions. Actually, the use of a surrogate model such as Kriging or Artificial Neural Network allows to reduce the number of calls to the CPU time-intensive simulator. Bayesian optimization uses the ability of surrogates to provide useful information to help guiding effectively the optimization process. In this paper, the Efficient Global...