A hybrid global optimization method based on multiple metamodels

2018 ◽  
Vol 35 (1) ◽  
pp. 71-90 ◽  
Author(s):  
Xiwen Cai ◽  
Haobo Qiu ◽  
Liang Gao ◽  
Xiaoke Li ◽  
Xinyu Shao

Purpose This paper aims to propose hybrid global optimization based on multiple metamodels for improving the efficiency of global optimization. Design/methodology/approach The method has fully utilized the information provided by different metamodels in the optimization process. It not only imparts the expected improvement criterion of kriging into other metamodels but also intelligently selects appropriate metamodeling techniques to guide the search direction, thus making the search process very efficient. Besides, the corresponding local search strategies are also put forward to further improve the optimizing efficiency. Findings To validate the method, it is tested by several numerical benchmark problems and applied in two engineering design optimization problems. Moreover, an overall comparison between the proposed method and several other typical global optimization methods has been made. Results show that the global optimization efficiency of the proposed method is higher than that of the other methods for most situations. Originality/value The proposed method sufficiently utilizes multiple metamodels in the optimizing process. Thus, good optimizing results are obtained, showing great applicability in engineering design optimization problems which involve costly simulations.

2017 ◽  
Vol 187 ◽  
pp. 77-87 ◽  
Author(s):  
Rafael de Paula Garcia ◽  
Beatriz Souza Leite Pires de Lima ◽  
Afonso Celso de Castro Lemonge ◽  
Breno Pinheiro Jacob

2019 ◽  
Vol 36 (3) ◽  
pp. 830-849 ◽  
Author(s):  
Ji Cheng ◽  
Ping Jiang ◽  
Qi Zhou ◽  
Jiexiang Hu ◽  
Tao Yu ◽  
...  

PurposeEngineering design optimization involving computational simulations is usually a time-consuming, even computationally prohibitive process. To relieve the computational burden, the adaptive metamodel-based design optimization (AMBDO) approaches have been widely used. This paper aims to develop an AMBDO approach, a lower confidence bounding approach based on the coefficient of variation (CV-LCB) approach, to balance the exploration and exploitation objectively for obtaining a global optimum under limited computational budget.Design/methodology/approachIn the proposed CV-LCB approach, the coefficient of variation (CV) of predicted values is introduced to indicate the degree of dispersion of objective function values, while the CV of predicting errors is introduced to represent the accuracy of the established metamodel. Then, a weighted formula, which takes the degree of dispersion and the prediction accuracy into consideration, is defined based on the already-acquired CV information to adaptively update the metamodel during the optimization process.FindingsTen numerical examples with different degrees of complexity and an AIAA aerodynamic design optimization problem are used to demonstrate the effectiveness of the proposed CV-LCB approach. The comparisons between the proposed approach and four existing approaches regarding the computational efficiency and robustness are made. Results illustrate the merits of the proposed CV-LCB approach in computational efficiency and robustness.Practical implicationsThe proposed approach exhibits high efficiency and robustness in engineering design optimization involving computational simulations.Originality/valueCV-LCB approach can balance the exploration and exploitation objectively.


2012 ◽  
Vol 538-541 ◽  
pp. 3074-3078
Author(s):  
Yi Liu ◽  
Cai Hong Mu ◽  
Wei Dong Kou ◽  
Jing Liu

This paper presents a variant of the particle swarm optimization (PSO) that we call the adaptive particle swarm optimization with dynamic population (DP-APSO), which adopts a novel dynamic population (DP) strategy whereby the population size of swarm can vary with the evolutionary process. The DP strategy enables the population size to increase when the swarm converges and decrease when the swarm disperses. Experiments were conducted on two well-studied constrained engineering design optimization problems. The results demonstrate better performance of the DP-APSO in solving these engineering design optimization problems when compared with two other evolutionary computation algorithms.


2015 ◽  
Vol 137 (5) ◽  
Author(s):  
Tapabrata Ray ◽  
Md Asafuddoula ◽  
Hemant Kumar Singh ◽  
Khairul Alam

In order to be practical, solutions of engineering design optimization problems must be robust, i.e., competent and reliable in the face of uncertainties. While such uncertainties can emerge from a number of sources (imprecise variable values, errors in performance estimates, varying environmental conditions, etc.), this study focuses on problems where uncertainties emanate from the design variables. While approaches to identify robust optimal solutions of single and multi-objective optimization problems have been proposed in the past, we introduce a practical approach that is capable of solving robust optimization problems involving many objectives building on authors’ previous work. Two formulations of robustness have been considered in this paper, (a) feasibility robustness (FR), i.e., robustness against design failure and (b) feasibility and performance robustness (FPR), i.e., robustness against design failure and variation in performance. In order to solve such formulations, a decomposition based evolutionary algorithm (DBEA) relying on a generational model is proposed in this study. The algorithm is capable of identifying a set of uniformly distributed nondominated solutions with different sigma levels (feasibility and performance) simultaneously in a single run. Computational benefits offered by using polynomial chaos (PC) in conjunction with Latin hypercube sampling (LHS) for estimating expected mean and variance of the objective/constraint functions has also been studied in this paper. Last, the idea of redesign for robustness has been explored, wherein selective component(s) of an existing design are altered to improve its robustness. The performance of the strategies have been illustrated using two practical design optimization problems, namely, vehicle crash-worthiness optimization problem (VCOP) and a general aviation aircraft (GAA) product family design problem.


2016 ◽  
Vol 138 (9) ◽  
Author(s):  
Kalyan Shankar Bhattacharjee ◽  
Hemant Kumar Singh ◽  
Tapabrata Ray

In engineering design optimization, evaluation of a single solution (design) often requires running one or more computationally expensive simulations. Surrogate assisted optimization (SAO) approaches have long been used for solving such problems, in which approximations/surrogates are used in lieu of computationally expensive simulations during the course of search. Existing SAO approaches often use the same type of approximation model to represent all objectives and constraints in all regions of the search space. The selection of a type of surrogate model over another is nontrivial and an a priori choice limits flexibility in representation. In this paper, we introduce a multi-objective evolutionary algorithm (EA) with multiple adaptive spatially distributed surrogates. Instead of a single global surrogate, local surrogates of multiple types are constructed in the neighborhood of each offspring solution and a multi-objective search is conducted using the best surrogate for each objective and constraint function. The proposed approach offers flexibility of representation by capitalizing on the benefits offered by various types of surrogates in different regions of the search space. The approach is also immune to illvalidation since approximated and truly evaluated solutions are not ranked together. The performance of the proposed surrogate assisted multi-objective algorithm (SAMO) is compared with baseline nondominated sorting genetic algorithm II (NSGA-II) and NSGA-II embedded with global and local surrogates of various types. The performance of the proposed approach is quantitatively assessed using several engineering design optimization problems. The numerical experiments demonstrate competence and consistency of SAMO.


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