A Modified Efficient Global Optimization Algorithm for Maximal Reliability in a Probabilistic Constrained Space

2010 ◽  
Vol 132 (6) ◽  
Author(s):  
Yen-Chih Huang ◽  
Kuei-Yuan Chan
Keyword(s):  
Global Optimization ◽  
Design Optimization ◽  
Optimization Problems ◽  
High Reliability ◽  
Limit State ◽  
Global Optimum ◽  
Efficient Global Optimization ◽  
Reliability Based Design ◽  
Past Experiences ◽  
Feasible Space

Design optimization problems under random uncertainties are commonly formulated with constraints in probabilistic forms. This formulation, also referred to as reliability-based design optimization (RBDO), has gained extensive attention in recent years. Most researchers assume that reliability levels are given based on past experiences or other design considerations without exploring the constrained space. Therefore, inappropriate target reliability levels might be assigned, which either result in a null probabilistic feasible space or performance underestimations. In this research, we investigate the maximal reliability within a probabilistic constrained space using modified efficient global optimization (EGO) algorithm. By constructing and improving Kriging models iteratively, EGO can obtain a global optimum of a possibly disconnected feasible space at high reliability levels. An infill sampling criterion (ISC) is proposed to enforce added samples on the constraint boundaries to improve the accuracy of probabilistic constraint evaluations via Monte Carlo simulations. This limit state ISC is combined with the existing ISC to form a heuristic approach that efficiently improves the Kriging models. For optimization problems with expensive functions and disconnected feasible space, such as the maximal reliability problems in RBDO, the efficiency of the proposed approach in finding the optimum is higher than those of existing gradient-based and direct search methods. Several examples are used to demonstrate the proposed methodology.

Hybrid and Adaptive Metamodel Based Global Optimization

2009 ◽  
Author(s):  
J. Gu ◽  
G. Y. Li ◽  
Z. Dong
Keyword(s):  
Global Optimization ◽  
Design Optimization ◽  
Optimization Problems ◽  
Optimization Method ◽  
Global Optimum ◽  
Superior Performance ◽  
Automatic Identification ◽  
Design Problems ◽  
Sample Data ◽  
Data Points

Metamodeling techniques are increasingly used in solving computation intensive design optimization problems today. In this work, the issue of automatic identification of appropriate metamodeling techniques in global optimization is addressed. A generic, new hybrid metamodel based global optimization method, particularly suitable for design problems involving computation intensive, black-box analyses and simulations, is introduced. The method employs three representative metamodels concurrently in the search process and selects sample data points adaptively according to the values calculated using the three metamodels to improve the accuracy of modeling. The global optimum is identified when the metamodels become reasonably accurate. The new method is tested using various benchmark global optimization problems and applied to a real industrial design optimization problem involving vehicle crash simulation, to demonstrate the superior performance of the new algorithm over existing search methods. Present limitations of the proposed method are also discussed.

A New Global Optimization Method for Simultaneous Computation on Expensive Black-Box Functions

2003 ◽  
Author(s):  
Liqun Wang ◽  
Songqing Shan ◽  
G. Gary Wang
Keyword(s):  
Global Optimization ◽  
Optimization Problems ◽  
Optimization Methods ◽  
Search Space ◽  
Optimization Method ◽  
Global Optimum ◽  
Black Box ◽  
Efficient Global Optimization ◽  
Global Optimization Method ◽  
Global Optimization Methods

The presence of black-box functions in engineering design, which are usually computation-intensive, demands efficient global optimization methods. This work proposes a new global optimization method for black-box functions. The global optimization method is based on a novel mode-pursuing sampling (MPS) method which systematically generates more sample points in the neighborhood of the function mode while statistically covers the entire search space. Quadratic regression is performed to detect the region containing the global optimum. The sampling and detection process iterates until the global optimum is obtained. Through intensive testing, this method is found to be effective, efficient, robust, and applicable to both continuous and discontinuous functions. It supports simultaneous computation and applies to both unconstrained and constrained optimization problems. Because it does not call any existing global optimization tool, it can be used as a standalone global optimization method for inexpensive problems as well. Limitation of the method is also identified and discussed.

Efficient Global Surrogate Modeling for Reliability-Based Design Optimization

2012 ◽  
Vol 135 (1) ◽  
Author(s):  
Barron J. Bichon ◽  
Michael S. Eldred ◽  
Sankaran Mahadevan ◽  
John M. McFarland
Keyword(s):  
Global Optimization ◽  
Design Optimization ◽  
Reliability Analysis ◽  
Optimization Problem ◽  
Wide Spectrum ◽  
Surrogate Models ◽  
Efficient Global Optimization ◽  
Test Problems ◽  
Reliability Based Design Optimization ◽  
Reliability Based Design

Determining the optimal (lightest, least expensive, etc.) design for an engineered component or system that meets or exceeds a specified level of reliability is a problem of obvious interest across a wide spectrum of engineering fields. Various formulations and methods for solving this reliability-based design optimization problem have been proposed, but they typically involve accepting a tradeoff between accuracy and efficiency in the reliability analysis. This paper investigates the use of the efficient global optimization and efficient global reliability analysis methods to construct surrogate models at both the design optimization and reliability analysis levels to create methods that are more efficient than existing methods without sacrificing accuracy. Several formulations are proposed and compared through a series of test problems.

scholarly journals Global optimization based on active preference learning with radial basis functions

2020 ◽  
Author(s):  
Alberto Bemporad ◽  
Dario Piga
Keyword(s):  
Global Optimization ◽  
Objective Function ◽  
Decision Maker ◽  
Optimization Problems ◽  
Global Optimum ◽  
Bayesian Optimization ◽  
Preference Learning ◽  
Global Optimizer ◽  
Radial Basis ◽  
Decision Vector

AbstractThis paper proposes a method for solving optimization problems in which the decision-maker cannot evaluate the objective function, but rather can only express a preference such as “this is better than that” between two candidate decision vectors. The algorithm described in this paper aims at reaching the global optimizer by iteratively proposing the decision maker a new comparison to make, based on actively learning a surrogate of the latent (unknown and perhaps unquantifiable) objective function from past sampled decision vectors and pairwise preferences. A radial-basis function surrogate is fit via linear or quadratic programming, satisfying if possible the preferences expressed by the decision maker on existing samples. The surrogate is used to propose a new sample of the decision vector for comparison with the current best candidate based on two possible criteria: minimize a combination of the surrogate and an inverse weighting distance function to balance between exploitation of the surrogate and exploration of the decision space, or maximize a function related to the probability that the new candidate will be preferred. Compared to active preference learning based on Bayesian optimization, we show that our approach is competitive in that, within the same number of comparisons, it usually approaches the global optimum more closely and is computationally lighter. Applications of the proposed algorithm to solve a set of benchmark global optimization problems, for multi-objective optimization, and for optimal tuning of a cost-sensitive neural network classifier for object recognition from images are described in the paper. MATLAB and a Python implementations of the algorithms described in the paper are available at http://cse.lab.imtlucca.it/~bemporad/glis.

Reliability-Based Design Optimization of Robotic System Dynamic Performance

2006 ◽  
Vol 129 (4) ◽  
pp. 449-454 ◽  
Author(s):  
Alan P. Bowling ◽  
John E. Renaud ◽  
Jeremy T. Newkirk ◽  
Neal M. Patel ◽  
Harish Agarwal
Keyword(s):  
Design Optimization ◽  
Reference Point ◽  
High Reliability ◽  
Dynamic Performance ◽  
Performance Measure ◽  
Robotic System ◽  
Reliability Based Design Optimization ◽  
End Effector ◽  
Reliability Based Design ◽  
Reliable Design

In this investigation a robotic system’s dynamic performance is optimized for high reliability under uncertainty. The dynamic capability equations (DCE) allow designers to predict the dynamic performance of a robotic system for a particular configuration and reference point on the end effector (i.e., point design). Here the DCE are used in conjunction with a reliability-based design optimization (RBDO) strategy in order to obtain designs with robust dynamic performance with respect to the end-effector reference point. In this work a unilevel performance measure approach is used to perform RBDO. This is important for the reliable design of robotic systems in which a solution to the DCE is required for each constraint call. The method is illustrated on a robot design problem.

scholarly journals A decoupling algorithm with first-order asymptotic integration for reliability-based design optimization

2018 ◽  
Vol 10 (9) ◽  
pp. 168781401879333 ◽  
Author(s):  
Zhiliang Huang ◽  
Tongguang Yang ◽  
Fangyi Li
Keyword(s):  
Design Optimization ◽  
Reliability Analysis ◽  
Optimization Problems ◽  
Asymptotic Integration ◽  
Probabilistic Constraints ◽  
Reliability Based Design Optimization ◽  
First Order Reliability Method ◽  
First Order ◽  
Reliability Based Design ◽  
Reliability Method

Conventional decoupling approaches usually employ first-order reliability method to deal with probabilistic constraints in a reliability-based design optimization problem. In first-order reliability method, constraint functions are transformed into a standard normal space. Extra non-linearity introduced by the non-normal-to-normal transformation may increase the error in reliability analysis and then result in the reliability-based design optimization analysis with insufficient accuracy. In this article, a decoupling approach is proposed to provide an alternative tool for the reliability-based design optimization problems. To improve accuracy, the reliability analysis is performed by first-order asymptotic integration method without any extra non-linearity transformation. To achieve high efficiency, an approximate technique of reliability analysis is given to avoid calculating time-consuming performance function. Two numerical examples and an application of practical laptop structural design are presented to validate the effectiveness of the proposed approach.

Development of a Common Platform for Testing Metamodel Based Design Optimization Methods

2013 ◽  
Author(s):  
Adel A. Younis ◽  
George H. Cheng ◽  
G. Gary Wang ◽  
Zuomin Dong
Keyword(s):  
Design Optimization ◽  
Optimization Problems ◽  
Optimization Algorithms ◽  
Computation Time ◽  
Optimization Methods ◽  
Global Optimum ◽  
Test Problems ◽  
Test Bed ◽  
Test Procedures ◽  
Local Optima

Metamodel based design optimization (MBDO) algorithms have attracted considerable interests in recent years due to their special capability in dealing with complex optimization problems with computationally expensive objective and constraint functions and local optima. Conventional unimodal-based optimization algorithms and stochastic global optimization algorithms either miss the global optimum frequently or require unacceptable computation time. In this work, a generic testbed/platform for evaluating various MBDO algorithms has been introduced. The purpose of the platform is to facilitate quantitative comparison of different MBDO algorithms using standard test problems, test procedures, and test outputs, as well as to improve the efficiency of new algorithm testing and improvement. The platform consists of a comprehensive test function database that contains about 100 benchmark functions and engineering problems. The testbed accepts any optimization algorithm to be tested, and only requires minor modifications to meet the test-bed requirements. The testbed is useful in comparing the performance of competing algorithms through execution of same problems. It allows researchers and practitioners to test and choose the most suitable optimization tool for their specific needs. It also helps to increase confidence and reliability of the newly developed MBDO tools. Many new MBDO algorithms, including Mode Pursuing Sampling (MPS), Pareto Set Pursuing (PSP), and Space Exploration and Unimodal Region Elimination (SEUMRE), were tested in this work to demonstrate its functionality and benefits.

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