scholarly journals Bayesian Optimization Based on K-Optimality

Entropy ◽  
2018 ◽  
Vol 20 (8) ◽  
pp. 594 ◽  
Author(s):  
Liang Yan ◽  
Xiaojun Duan ◽  
Bowen Liu ◽  
Jin Xu
Keyword(s):  
Optimization Problem ◽  
Optimization Problems ◽  
Information Gain ◽  
Latin Hypercube Sampling ◽  
Bayesian Optimization ◽  
Expected Improvement ◽  
Gram Matrix ◽  
Trade Off ◽  
Posterior Variance ◽  
The Stability

Bayesian optimization (BO) based on the Gaussian process (GP) surrogate model has attracted extensive attention in the field of optimization and design of experiments (DoE). It usually faces two problems: the unstable GP prediction due to the ill-conditioned Gram matrix of the kernel and the difficulty of determining the trade-off parameter between exploitation and exploration. To solve these problems, we investigate the K-optimality, aiming at minimizing the condition number. Firstly, the Sequentially Bayesian K-optimal design (SBKO) is proposed to ensure the stability of the GP prediction, where the K-optimality is given as the acquisition function. We show that the SBKO reduces the integrated posterior variance and maximizes the hyper-parameters’ information gain simultaneously. Secondly, a K-optimal enhanced Bayesian Optimization (KO-BO) approach is given for the optimization problems, where the K-optimality is used to define the trade-off balance parameters which can be output automatically. Specifically, we focus our study on the K-optimal enhanced Expected Improvement algorithm (KO-EI). Numerical examples show that the SBKO generally outperforms the Monte Carlo, Latin hypercube sampling, and sequential DoE approaches by maximizing the posterior variance with the highest precision of prediction. Furthermore, the study of the optimization problem shows that the KO-EI method beats the classical EI method due to its higher convergence rate and smaller variance.

scholarly journals Designing staggered platelet composite structure with Gaussian process regression based Bayesian optimization

2021 ◽  
Author(s):  
Kundo Park ◽  
Youngsoo Kim ◽  
Minki Kim ◽  
Chihyeon Song ◽  
Jinkyoo Park ◽  
...  
Keyword(s):  
Gaussian Process ◽  
Composite Structure ◽  
Optimization Problems ◽  
Gaussian Process Regression ◽  
Monte Carlo Algorithm ◽  
Bayesian Optimization ◽  
Expected Improvement ◽  
Uniaxial Tensile ◽  
Initial Training ◽  
Optimization Framework

The staggered platelet composite structure, one of the most well-known examples of biomimetics, is inspired by the microstructure of nacre, where stiff mineral platelets are stacked with a small fraction of soft polymer in a brick-and-mortar style. Significant efforts have been made to establish a framework for designing a staggered platelet pattern that achieves an excellent balance of toughness and stiffness. However, because no analytical formula for accurately predicting its toughness is available because of the complexity of the failure mechanism of realistic composites, existing studies have investigated either idealized composites with simplified material properties or realistic composites designed by heuristics. In the present study, we propose a Bayesian optimization framework to design a staggered platelet structure that renders high toughness. Gaussian process regression (GPR) was adopted to model statistically the complex relationship between the shape of the staggered platelet array and the resultant toughness. The Markov chain Monte Carlo algorithm was used to determine the optimal kernel hyperparameter set for the GPR. Starting with 14 initial training data collected with uniaxial tensile tests, a GPR-based Bayesian optimization using the expected improvement (EI) acquisition function was carried out. As a result, it was possible to design a staggered platelet pattern with a toughness 11% higher than that of the best sample in the initial training set, and this improvement was achieved after only three iterations of our optimization cycle. As this optimization framework does not require any material theories and models, this process can be easily adapted and applied to various other material optimization problems based on a limited set of experiments or computational simulations.

scholarly journals A Comparative Study of Infill Sampling Criteria for Computationally Expensive Constrained Optimization Problems

Symmetry ◽  
2020 ◽  
Vol 12 (10) ◽  
pp. 1631
Author(s):  
Kittisak Chaiyotha ◽  
Tipaluck Krityakierne
Keyword(s):  
Constrained Optimization ◽  
Process Model ◽  
Structural Engineering ◽  
Optimization Problems ◽  
Bayesian Optimization ◽  
Expected Improvement ◽  
Constrained Optimization Problems ◽  
Computationally Expensive ◽  
Physical Phenomena ◽  
Infill Sampling

Engineering optimization problems often involve computationally expensive black-box simulations of underlying physical phenomena. This paper compares the performance of four constrained optimization algorithms relying on a Gaussian process model and an infill sampling criterion under the framework of Bayesian optimization. The four infill sampling criteria include expected feasible improvement (EFI), constrained expected improvement (CEI), stepwise uncertainty reduction (SUR), and augmented Lagrangian (AL). Numerical tests were rigorously performed on a benchmark set consisting of nine constrained optimization problems with features commonly found in engineering, as well as a constrained structural engineering design optimization problem. Based upon several measures including statistical analysis, our results suggest that, overall, the EFI and CEI algorithms are significantly more efficient and robust than the other two methods, in the sense of providing the most improvement within a very limited number of objective and constraint function evaluations, and also in the number of trials for which a feasible solution could be located.

Ultimate and Practical Limits for Counterweight Balancing of Six-Bar Linkages

2006 ◽  
Author(s):  
Bram Demeulenaere ◽  
Jan Swevers ◽  
Joris De Schutter
Keyword(s):  
Optimization Problem ◽  
Optimization Problems ◽  
Global Optimum ◽  
Great Efficiency ◽  
Convex Programs ◽  
Local Optima ◽  
Trade Off ◽  
Convex Constraint ◽  
Main Challenge ◽  
Dynamic Forces

The designer’s main challenge when counterweight balancing a linkage is to determine the counterweights that realize an optimal trade-off between the dynamic forces of interest. This problem is often formulated as an optimization problem that is generally nonlinear and therefore suffers from local optima. It has been shown earlier, however, that, through a proper parametrization of the counterweights, a convex program can be obtained. Convex programs are nonlinear optimization problems of which the global optimum is guaranteed to be found with great efficiency. The present paper extends this previous work in two respects: (i) the methodology is generalized from four-bar to planar N-bar (rigid) linkages and (ii) it is shown that requiring the counterweights to be realizable in practice can be cast as a convex constraint. Numerical results for a Watt six-bar linkage suggest much more balancing potential for six-bar linkages than for four-bar linkages.

scholarly journals Visualizing Exact and Approximated 3D Empirical Attainment Functions

2014 ◽  
Vol 2014 ◽  
pp. 1-18 ◽  
Author(s):  
Tea Tušar ◽  
Bogdan Filipič
Keyword(s):  
Optimization Problem ◽  
Optimization Problems ◽  
Low Cost ◽  
Optimal Solution ◽  
Maximum Intensity Projection ◽  
Maximum Intensity ◽  
Engineering Optimization ◽  
Trade Off ◽  
Visualization Techniques ◽  
Casting Optimization

Most real-world engineering optimization problems are inherently multiobjective, for example, searching for trade-off solutions of high quality and low cost. As no single optimal solution exists for such problems, multiobjective optimizers provide sets of optimal (or near-optimal) trade-off solutions to choose from. The empirical attainment function (EAF) is a powerful tool that can be used to analyze and compare the performance of these optimizers. While the visualization of EAFs is rather straightforward in two objectives, the three-objective case presents a great challenge as we need to visualize a large number of 3D cuboids. This paper addresses the visualization of exact as well as approximated 3D EAF values and differences in these values provided by two competing multiobjective optimizers. We show that the exact EAFs can be visualized using slicing and maximum intensity projection (MIP), while the approximated EAFs can be visualized using slicing, MIP, and direct volume rendering. In addition, the paper demonstrates the use of the proposed visualization techniques on a steel casting optimization problem.

An Improved Differential Evolution and its Application in Function Optimization Problem

2011 ◽  
Vol 267 ◽  
pp. 632-634
Author(s):  
Jing Feng Yan ◽  
Chao Feng Guo
Keyword(s):  
Differential Evolution ◽  
Optimization Problem ◽  
Search Strategy ◽  
Optimization Problems ◽  
Function Optimization ◽  
Final Solution ◽  
De Algorithm ◽  
Ranking Strategy ◽  
The Stability

An Improved Differential evolution (IDE) is proposed in this paper. It has some new features: 1) using multi-parent search strategy and stochastic ranking strategy to maintain the diversity of the population; 2) a novel convex mutation to accelerate the convergence rate of the classical DE algorithm.; The algorithm of this paper is tested on 13 benchmark optimization problems with linear or/and nonlinear constraints and compared with other evolutionary algorithms. The experimental results demonstrate that the performance of IDE outperforms DE in terms of the quality of the final solution and the stability.

scholarly journals Black Hole Algorithm for Sustainable Design of Counterfort Retaining Walls

2020 ◽  
Vol 12 (7) ◽  
pp. 2767 ◽  
Author(s):  
Víctor Yepes ◽  
José V. Martí ◽  
José García
Keyword(s):  
Black Hole ◽  
Sustainable Design ◽  
Retaining Walls ◽  
The Other ◽  
Trade Off ◽  
Construction Company ◽  
Geometric Variables ◽  
The Stability ◽  
The Cost ◽  
Black Hole Algorithm

The optimization of the cost and CO 2 emissions in earth-retaining walls is of relevance, since these structures are often used in civil engineering. The optimization of costs is essential for the competitiveness of the construction company, and the optimization of emissions is relevant in the environmental impact of construction. To address the optimization, black hole metaheuristics were used, along with a discretization mechanism based on min–max normalization. The stability of the algorithm was evaluated with respect to the solutions obtained; the steel and concrete values obtained in both optimizations were analyzed. Additionally, the geometric variables of the structure were compared. Finally, the results obtained were compared with another algorithm that solved the problem. The results show that there is a trade-off between the use of steel and concrete. The solutions that minimize CO 2 emissions prefer the use of concrete instead of those that optimize the cost. On the other hand, when comparing the geometric variables, it is seen that most remain similar in both optimizations except for the distance between buttresses. When comparing with another algorithm, the results show a good performance in optimization using the black hole algorithm.

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.

scholarly journals Latency-Optimal Computational Offloading Strategy for Sensitive Tasks in Smart Homes

Sensors ◽  
2021 ◽  
Vol 21 (7) ◽  
pp. 2347
Author(s):  
Yanyan Wang ◽  
Lin Wang ◽  
Ruijuan Zheng ◽  
Xuhui Zhao ◽  
Muhua Liu
Keyword(s):  
Queue Length ◽  
Optimization Problem ◽  
Time Slot ◽  
Smart Homes ◽  
Back Pressure ◽  
Smart Devices ◽  
Smart Device ◽  
Simulation Results ◽  
Computational Offloading ◽  
The Stability

In smart homes, the computational offloading technology of edge cloud computing (ECC) can effectively deal with the large amount of computation generated by smart devices. In this paper, we propose a computational offloading strategy for minimizing delay based on the back-pressure algorithm (BMDCO) to get the offloading decision and the number of tasks that can be offloaded. Specifically, we first construct a system with multiple local smart device task queues and multiple edge processor task queues. Then, we formulate an offloading strategy to minimize the queue length of tasks in each time slot by minimizing the Lyapunov drift optimization problem, so as to realize the stability of queues and improve the offloading performance. In addition, we give a theoretical analysis on the stability of the BMDCO algorithm by deducing the upper bound of all queues in this system. The simulation results show the stability of the proposed algorithm, and demonstrate that the BMDCO algorithm is superior to other alternatives. Compared with other algorithms, this algorithm can effectively reduce the computation delay.

ONE IMPROVED AGENT GENETIC ALGORITHM — RING-LIKE AGENT GENETIC ALGORITHM FOR GLOBAL NUMERICAL OPTIMIZATION

2009 ◽  
Vol 26 (04) ◽  
pp. 479-502 ◽  
Author(s):  
BIN LIU ◽  
TEQI DUAN ◽  
YONGMING LI
Keyword(s):  
Genetic Algorithm ◽  
Numerical Optimization ◽  
Optimization Problem ◽  
Optimization Problems ◽  
Genetic Operators ◽  
Global Numerical Optimization ◽  
Candidate Solution ◽  
Low Dimension ◽  
Multi Agent ◽  
Agent Structure

In this paper, a novel genetic algorithm — dynamic ring-like agent genetic algorithm (RAGA) is proposed for solving global numerical optimization problem. The RAGA combines the ring-like agent structure and dynamic neighboring genetic operators together to get better optimization capability. An agent in ring-like agent structure represents a candidate solution to the optimization problem. Any agent interacts with neighboring agents to evolve. With dynamic neighboring genetic operators, they compete and cooperate with their neighbors, and they can also use knowledge to increase energies. Global numerical optimization problems are the most important ones to verify the performance of evolutionary algorithm, especially of genetic algorithm and are mostly of interest to the corresponding researchers. In the corresponding experiments, several complex benchmark functions were used for optimization, several popular GAs were used for comparison. In order to better compare two agents GAs (MAGA: multi-agent genetic algorithm and RAGA), the several dimensional experiments (from low dimension to high dimension) were done. These experimental results show that RAGA not only is suitable for optimization problems, but also has more precise and more stable optimization results.

Aerodynamic Efficiency Optimization of the 1st Stage of Transonic High Pressure Turbine through Lean and Sweep Angles

2019 ◽  
Vol 36 (3) ◽  
pp. 245-256
Author(s):  
Yoonki Kim ◽  
Sanga Lee ◽  
Kwanjung Yee ◽  
Young-Seok Kang
Keyword(s):  
High Pressure ◽  
Surrogate Model ◽  
Design Space ◽  
Latin Hypercube Sampling ◽  
Expected Improvement ◽  
Total Efficiency ◽  
High Pressure Turbine ◽  
Sweep Angle ◽  
Design Variables ◽  
Optimal Latin Hypercube Sampling

Abstract The purpose of this study is to optimize the 1st stage of the transonic high pressure turbine (HPT) for enhancement of aerodynamic performance. Isentropic total-to-total efficiency is designated as the objective function. Since the isentropic efficiency can be improved through modifying the geometry of vane and rotor blade, lean angle and sweep angle are chosen as design variables, which can effectively alter the blade geometry. The sensitivities of each design variable are investigated by applying lean and sweep angles to the base nozzle and rotor, respectively. The design space is also determined based on the results of the parametric study. For the design of experiment (DoE), Optimal Latin Hypercube sampling is adopted, so that 25 evenly distributed samples are selected on the design space. Sequentially, based on the values from the CFD calculation, Kriging surrogate model is constructed and refined using Expected Improvement (EI). With the converged surrogate model, optimum solution is sought by using the Genetic Algorithm. As a result, the efficiency of optimum turbine 1st stage is increased by 1.07 % point compared to that of the base turbine 1st stage. Also, the blade loading, pressure distribution, static entropy, shock structure, and secondary flow are thoroughly discussed.

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