Optimization is omnipresent in many research areas and has become a critical component across industries. However, while researchers often focus on a theoretical analysis or convergence proof of an optimization algorithm, practitioners face various other challenges in real-world applications. This thesis focuses on one of the biggest challenges when applying optimization in practice: computational expense, often caused by the necessity of calling a third-party software package. To address the time-consuming evaluation, we propose a generalizable probabilistic surrogate-assisted framework that dynamically incorporates predictions of approximation models. Besides the framework's capability of handling multiple objectives and constraints simultaneously, the novelty is its applicability to all kinds of metaheuristics. Moreover, often multiple disciplines are involved in optimization, resulting in different types of software packages utilized for performance assessment. Therefore, the resulting optimization problem typically consists of multiple independently evaluable objectives and constraints with varying computational expenses. Besides providing a taxonomy describing different ways of independent evaluation calls, this thesis also proposes a methodology to handle inexpensive constraints with expensive objective functions and a more generic concept for any type of heterogeneously expensive optimization problem. Furthermore, two case studies of real-world optimization problems from the automobile industry are discussed, a blueprint for solving optimization problems in practice is provided, and a widely-used optimization framework focusing on multi-objective optimization (founded and maintained by the author of this thesis) is presented. Altogether, this thesis shall pave the way to solve (computationally expensive) real-world optimization more efficiently and bridge the gap between theory and practice.
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