Data-Driven Spatial Branch-And-Bound Algorithms For Black-Box Optimization

Author(s):  
Jianyuan Zhai ◽  
Fani Boukouvala
Energies ◽  
2020 ◽  
Vol 13 (24) ◽  
pp. 6749
Author(s):  
Reda El Bechari ◽  
Stéphane Brisset ◽  
Stéphane Clénet ◽  
Frédéric Guyomarch ◽  
Jean Claude Mipo

Metamodels proved to be a very efficient strategy for optimizing expensive black-box models, e.g., Finite Element simulation for electromagnetic devices. It enables the reduction of the computational burden for optimization purposes. However, the conventional approach of using metamodels presents limitations such as the cost of metamodel fitting and infill criteria problem-solving. This paper proposes a new algorithm that combines metamodels with a branch and bound (B&B) strategy. However, the efficiency of the B&B algorithm relies on the estimation of the bounds; therefore, we investigated the prediction error given by metamodels to predict the bounds. This combination leads to high fidelity global solutions. We propose a comparison protocol to assess the approach’s performances with respect to those of other algorithms of different categories. Then, two electromagnetic optimization benchmarks are treated. This paper gives practical insights into algorithms that can be used when optimizing electromagnetic devices.


2016 ◽  
Vol 19 ◽  
pp. 79-102 ◽  
Author(s):  
David R. Morrison ◽  
Sheldon H. Jacobson ◽  
Jason J. Sauppe ◽  
Edward C. Sewell

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