Abstract
To solve challenging optimization problems with time-consuming objective and constraints, a novel efficient Kriging-based constrained optimization (EKCO) algorithm is proposed in this paper. The EKCO mainly consists of three sampling phases. In phase I of EKCO, considering the significance of constraints, feasible region is constructed via employing a feasible region sampling (FRS) criterion. The FRS criterion can avoid the local clustering phenomenon of sample points. Therefore, phase I is also a global sampling process for the objective function in the feasible region. However, the objective function may be higher-order nonlinear than constraints. In phase II, by maximizing the prediction variance of the surrogate objective, more accurate objective function in the feasible region can be obtained. After global sampling, to accelerate the convergence of EKCO, an objective local sampling criterion is introduced in phase III. The verification of the EKCO algorithm is examined on 18 benchmark problems by several recently published surrogate-based optimization algorithms. The results indicate that the sampling efficiency of EKCO is higher than or comparable with that of the recently published algorithms while maintaining the high accuracy of the optimal solution, and the adaptive ability of the proposed algorithm also be validated. To verify the ability of EKCO to solve practical engineering problems, an optimization design problem of aeronautical structure is presented. The result indicates EKCO can find a better feasible design than the initial design with limited sample points, which demonstrates practicality of EKCO.
Lagrange Dual Method for Sparsity Constrained Optimization
