An Adaptive Aggregation-Based Approach for Expensively Constrained Black-Box Optimization Problems

2018 ◽  
Vol 140 (9) ◽  
Author(s):  
George H. Cheng ◽  
Timothy Gjernes ◽  
G. Gary Wang
Keyword(s):  
Design Optimization ◽  
Real World ◽  
Optimization Problems ◽  
Trust Region ◽  
Adaptive Strategy ◽  
Black Box ◽  
Superior Performance ◽  
Adaptive Aggregation ◽  
Novel Approach ◽  
Single Objective

Expensive constraints are commonly seen in real-world engineering design. However, metamodel based design optimization (MBDO) approaches often assume inexpensive constraints. In this work, the situational adaptive Kreisselmeier and Steinhauser (SAKS) method was employed in the development of a hybrid adaptive aggregation-based constraint handling strategy for expensive black-box constraint functions. The SAKS method is a novel approach that hybridizes the modeling and aggregation of expensive constraints and adds an adaptive strategy to control the level of hybridization. The SAKS strategy was integrated with a modified trust region-based mode pursuing sampling (TRMPS) algorithm to form the SAKS-trust region optimizer (SAKS-TRO) for single-objective design optimization problems with expensive black-box objective and constraint functions. SAKS-TRO was benchmarked against five popular constrained optimizers and demonstrated superior performance on average. SAKS-TRO was also applied to optimize the design of an industrial recessed impeller.

Multiobjective Optimization for High Dimensional Expensively Constrained Black-Box Problems

2021 ◽  
pp. 1-59
Author(s):  
George Cheng ◽  
G. Gary Wang ◽  
Yeong-Maw Hwang
Keyword(s):  
Multiobjective Optimization ◽  
Trust Region ◽  
Adaptive Strategy ◽  
Black Box ◽  
Superior Performance ◽  
High Dimensional ◽  
Multi Objective Optimization ◽  
Semiconductor Substrate ◽  
Multi Objective ◽  
Computationally Expensive

Abstract Multi-objective optimization (MOO) problems with computationally expensive constraints are commonly seen in real-world engineering design. However, metamodel based design optimization (MBDO) approaches for MOO are often not suitable for high-dimensional problems and often do not support expensive constraints. In this work, the Situational Adaptive Kreisselmeier and Steinhauser (SAKS) method was combined with a new multi-objective trust region optimizer (MTRO) strategy to form the SAKS-MTRO method for MOO problems with expensive black-box constraint functions. The SAKS method is an approach that hybridizes the modeling and aggregation of expensive constraints and adds an adaptive strategy to control the level of hybridization. The MTRO strategy uses a combination of objective decomposition and K-means clustering to handle MOO problems. SAKS-MTRO was benchmarked against four popular multi-objective optimizers and demonstrated superior performance on average. SAKS-MTRO was also applied to optimize the design of a semiconductor substrate and the design of an industrial recessed impeller.

Improved Trust Region Based MPS Method for High-Dimensional Expensive Black-Box Problems

2013 ◽  
Author(s):  
George H. Cheng ◽  
Adel Younis ◽  
Kambiz Haji Hajikolaei ◽  
G. Gary Wang
Keyword(s):  
Optimization Problems ◽  
Trust Region ◽  
Black Box ◽  
High Dimensional ◽  
Test Problems ◽  
Design Variables ◽  
Low Dimensionality ◽  
Improve Algorithm ◽  
Improved Performance ◽  
Better Than

Mode Pursuing Sampling (MPS) was developed as a global optimization algorithm for optimization problems involving expensive black box functions. MPS has been found to be effective and efficient for problems of low dimensionality, i.e., the number of design variables is less than ten. A previous conference publication integrated the concept of trust regions into the MPS framework to create a new algorithm, TRMPS, which dramatically improved performance and efficiency for high dimensional problems. However, although TRMPS performed better than MPS, it was unproven against other established algorithms such as GA. This paper introduces an improved algorithm, TRMPS2, which incorporates guided sampling and low function value criterion to further improve algorithm performance for high dimensional problems. TRMPS2 is benchmarked against MPS and GA using a suite of test problems. The results show that TRMPS2 performs better than MPS and GA on average for high dimensional, expensive, and black box (HEB) problems.

A New Bio-Inspired Social Spider Algorithm

2021 ◽  
Vol 12 (1) ◽  
pp. 79-93
Author(s):  
Dharmpal Singh
Keyword(s):  
Swarm Intelligence ◽  
Real World ◽  
Optimization Problems ◽  
Fitness Function ◽  
Foraging Strategy ◽  
Superior Performance ◽  
Experimental Result ◽  
Social Spider ◽  
Spider Web ◽  
Social Spider Algorithm

The concept of bio-inspired algorithms is used in real-world problems to search the efficient problem-solving methods. Evolutionary computation and swarm intelligence are outstanding examples of nature-inspired solution techniques of metahuristics. In this paper, an effort has been made to propose a modified social spider algorithm to solve global optimization problems in the real world. Social spiders used the foraging strategy, vibrations on the spider web to determine the positions of prey. The selection of vibration, estimated new position and calculation of the fitness function, has been furnished in details way as compared to different previously proposed swarm intelligence algorithms. Moreover, experimental result has been carried out by modified social spider on series of widely-used benchmark problem with four benchmark algorithms. Furthermore, a modified form of the proposed algorithm has superior performance as compared to other state-of-the-art metaheuristics algorithms.

ARTIFICIAL BEE COLONY ALGORITHM WITH IMPROVED EXPLORATIONS: A NOVEL APPROACH FOR NUMERICAL OPTIMIZATION

2014 ◽  
Vol 13 (02) ◽  
pp. 1450010
Author(s):  
MD. SHAFIUL ALAM ◽  
MD. MONIRUL ISLAM ◽  
KAZUYUKI MURASE
Keyword(s):  
Swarm Intelligence ◽  
Numerical Optimization ◽  
Artificial Bee Colony ◽  
Optimization Problems ◽  
Adaptive Strategy ◽  
Local Optima ◽  
Selection Scheme ◽  
Abc Algorithm ◽  
Bee Colony ◽  
Novel Approach

The Artificial Bee Colony (ABC) algorithm is a recently introduced swarm intelligence algorithm that has been successfully applied on numerous and diverse optimization problems. However, one major problem with ABC is its premature convergence to local optima, which often originates from its insufficient degree of explorative search capability. This paper introduces ABC with Improved Explorations (ABC-IX), a novel algorithm that modifies both the selection and perturbation operations of the basic ABC algorithm in an explorative way. First, an explorative selection scheme based on simulated annealing allows ABC-IX to probabilistically accept both better and worse candidate solutions, whereas the basic ABC can accept better solutions only. Second, a self-adaptive strategy enables ABC-IX to automatically adapt the perturbation rate, separately for each candidate solution, to customize the degree of explorations and exploitations around it. ABC-IX is evaluated on several benchmark numerical optimization problems and results are compared with a number of state-of-the-art evolutionary and swarm intelligence algorithms. Results show that ABC-IX often performs better optimization than most other algorithms in comparison on most of the problems.

A Sequential Linear Programming Coordination Algorithm for Analytical Target Cascading

2010 ◽  
Vol 132 (2) ◽  
Author(s):  
Jeongwoo Han ◽  
Panos Y. Papalambros
Keyword(s):  
Design Optimization ◽  
Optimization Problems ◽  
Trust Region Method ◽  
Trust Region ◽  
Test Problems ◽  
Analytical Target Cascading ◽  
Step Size ◽  
Coordination Strategy ◽  
Target Cascading ◽  
Solution Accuracy

Decomposition-based strategies, such as analytical target cascading (ATC), are often employed in design optimization of complex systems. Achieving convergence and computational efficiency in the coordination strategy that solves the partitioned problem is a key challenge. A new convergent strategy is proposed for ATC that coordinates interactions among subproblems using sequential linearizations. The linearity of subproblems is maintained using infinity norms to measure deviations between targets and responses. A subproblem suspension strategy is used to suspend temporarily inclusion of subproblems that do not need significant redesign, based on trust region and target value step size. An individual subproblem trust region method is introduced for faster convergence. The proposed strategy is intended for use in design optimization problems where sequential linearizations are typically effective, such as problems with extensive monotonicities, a large number of constraints relative to variables, and propagation of probabilities with normal distributions. Experiments with test problems show that, relative to standard ATC coordination, the number of subproblem evaluations is reduced considerably while the solution accuracy depends on the degree of monotonicity and nonlinearity.

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.

scholarly journals AntNet: Distributed Stigmergetic Control for Communications Networks

1998 ◽  
Vol 9 ◽  
pp. 317-365 ◽  
Author(s):  
G. Di Caro ◽  
M. Dorigo
Keyword(s):  
Adaptive Learning ◽  
Mobile Agents ◽  
Optimization Problems ◽  
State Of The Art ◽  
Routing Algorithms ◽  
Superior Performance ◽  
Experimental Conditions ◽  
Communications Networks ◽  
Novel Approach ◽  
Routing Tables

This paper introduces AntNet, a novel approach to the adaptive learning of routing tables in communications networks. AntNet is a distributed, mobile agents based Monte Carlo system that was inspired by recent work on the ant colony metaphor for solving optimization problems. AntNet's agents concurrently explore the network and exchange collected information. The communication among the agents is indirect and asynchronous, mediated by the network itself. This form of communication is typical of social insects and is called stigmergy. We compare our algorithm with six state-of-the-art routing algorithms coming from the telecommunications and machine learning fields. The algorithms' performance is evaluated over a set of realistic testbeds. We run many experiments over real and artificial IP datagram networks with increasing number of nodes and under several paradigmatic spatial and temporal traffic distributions. Results are very encouraging. AntNet showed superior performance under all the experimental conditions with respect to its competitors. We analyze the main characteristics of the algorithm and try to explain the reasons for its superiority.

Multi-objective fatigue life optimization using Tabu Genetic Algorithms

2015 ◽  
Vol 6 (6) ◽  
pp. 677-688
Author(s):  
Kim C. Long ◽  
William S Duff ◽  
John W Labadie ◽  
Mitchell J Stansloski ◽  
Walajabad S Sampath ◽  
...  
Keyword(s):  
Tabu Search ◽  
Real World ◽  
Optimization Problem ◽  
High Efficiency ◽  
Optimization Problems ◽  
Superior Performance ◽  
Bench Mark ◽  
Reliability Optimization ◽  
Content Type ◽  
Multi Objective

Purpose – The purpose of this paper is to present a real world application of an innovative hybrid system reliability optimization algorithm combining Tabu search with an evolutionary algorithm (TSEA). This algorithm combines Tabu search and Genetic algorithm to provide a more efficient search method. Design/methodology/approach – The new algorithm is applied to an aircraft structure to optimize its reliability and maintain its structural integrity. For retrofitting the horizontal stabilizer under severe stall buffet conditions, a decision support system (DSS) is developed using the TSEA algorithm. This system solves a reliability optimization problem under cost and configuration constraints. The DSS contains three components: a graphical user interface, a database and several modules to provide the optimized retrofitting solutions. Findings – The authors found that the proposed algorithm performs much better than state-of-the-art methods such as Strength Pareto Evolutionary Algorithms on bench mark problems. In addition, the proposed TSEA method can be easily applied to complex real world optimization problem with superior performance. When the full combination of all input variables increases exponentially, the DSS become very efficient. Practical implications – This paper presents an application of the TSEA algorithm for solving nonlinear multi-objective reliability optimization problems embedded in a DSS. The solutions include where to install doublers and stiffeners. Compromise programming is used to rank all non-dominant solutions. Originality/value – The proposed hybrid algorithm (TSEA) assigns fitness based upon global dominance which ensures its convergence to the non-dominant front. The high efficiency of this algorithm came from using Tabu list to guidance the search to the Pareto-optimal solutions.

scholarly journals Surrogate Modeling Approaches for Multiobjective Optimization: Methods, Taxonomy, and Results

2020 ◽  
Vol 26 (1) ◽  
pp. 5
Author(s):  
Kalyanmoy Deb ◽  
Proteek Chandan Roy ◽  
Rayan Hussein
Keyword(s):  
Multiobjective Optimization ◽  
Optimization Problems ◽  
Optimal Solution ◽  
Adaptive Strategy ◽  
Optimization Methods ◽  
Superior Performance ◽  
Pareto Optimal ◽  
Optimization Strategy ◽  
Conflicting Objectives ◽  
The Individual

Most practical optimization problems are comprised of multiple conflicting objectives and constraints which involve time-consuming simulations. Construction of metamodels of objectives and constraints from a few high-fidelity solutions and a subsequent optimization of metamodels to find in-fill solutions in an iterative manner remain a common metamodeling based optimization strategy. The authors have previously proposed a taxonomy of 10 different metamodeling frameworks for multiobjective optimization problems, each of which constructs metamodels of objectives and constraints independently or in an aggregated manner. Of the 10 frameworks, five follow a generative approach in which a single Pareto-optimal solution is found at a time and other five frameworks were proposed to find multiple Pareto-optimal solutions simultaneously. Of the 10 frameworks, two frameworks (M3-2 and M4-2) are detailed here for the first time involving multimodal optimization methods. In this paper, we also propose an adaptive switching based metamodeling (ASM) approach by switching among all 10 frameworks in successive epochs using a statistical comparison of metamodeling accuracy of all 10 frameworks. On 18 problems from three to five objectives, the ASM approach performs better than the individual frameworks alone. Finally, the ASM approach is compared with three other recently proposed multiobjective metamodeling methods and superior performance of the ASM approach is observed. With growing interest in metamodeling approaches for multiobjective optimization, this paper evaluates existing strategies and proposes a viable adaptive strategy by portraying importance of using an ensemble of metamodeling frameworks for a more reliable multiobjective optimization for a limited budget of solution evaluations.

Trust Region Based Mode Pursuing Sampling Method for Global Optimization of High Dimensional Design Problems

2015 ◽  
Vol 137 (2) ◽  
Author(s):  
George H. Cheng ◽  
Adel Younis ◽  
Kambiz Haji Hajikolaei ◽  
G. Gary Wang
Keyword(s):  
Global Optimization ◽  
Optimization Problems ◽  
Trust Region ◽  
Standard Test ◽  
Black Box ◽  
High Dimensional ◽  
Efficient Global Optimization ◽  
Test Problems ◽  
Design Problems ◽  
Design Variables

Mode pursuing sampling (MPS) was developed as a global optimization algorithm for design optimization problems involving expensive black box functions. MPS has been found to be effective and efficient for design problems of low dimensionality, i.e., the number of design variables is less than 10. This work integrates the concept of trust regions into the MPS framework to create a new algorithm, trust region based mode pursuing sampling (TRMPS2), with the aim of dramatically improving performance and efficiency for high dimensional problems. TRMPS2 is benchmarked against genetic algorithm (GA), dividing rectangles (DIRECT), efficient global optimization (EGO), and MPS using a suite of standard test problems and an engineering design problem. The results show that TRMPS2 performs better on average than GA, DIRECT, EGO, and MPS for high dimensional, expensive, and black box (HEB) problems.

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