An approximate high-dimensional optimization method using hierarchical design space reduction strategy

To overcome the complicated engineering model and huge computational cost, a hierarchical design space reduction strategy based approximate high-dimensional optimization(HSRAHO) method is proposed to deal with the high-dimensional expensive black-box problems. Three classical surrogate models including polynomial response surfaces, radial basis functions and Kriging are selected as the component surrogate models. The ensemble of surrogates is constructed using the optimized weight factors selection method based on the prediction sum of squares and employed to replace the real high-dimensional black-box models. The hierarchical design space reduction strategy is used to identify the design subspaces according to the known information. And, the new promising sample points are generated in the design subspaces. Thus, the prediction accuracy of ensemble of surrogates in these interesting sub-regions can be gradually improved until the optimization convergence. Testing using several benchmark optimization functions and an airfoil design optimization problem, the newly proposed approximate high-dimensional optimization method HSRAHO shows improved capability in high-dimensional optimization efficiency and identifying the global optimum.

Cost optimization of sodium hypochlorite bleaching washing for denim by combining ensemble of surrogates with particle swarm optimization

Sodium hypochlorite bleaching washing process has been broadly carried out in denim garment industrial production. However, the quantitative relationships between process variables and bleaching performances have not been illustrated explicitly. Hence, it is impractical to determine values of the variables that can achieve the optimal production cost while satisfying the requirements of customers. This paper proposes an optimization methodology by combining ensemble of surrogates (ESs) with particle swarm optimization (PSO) to optimize production cost of chlorine bleaching for denim. The methodology starts from the data collections by conducting a Taguchi L25 (56) orthogonal experiment with the process variables and metrics for evaluating bleaching performances. Based on the data, the quantitative relationships are separately constructed by using RBFNN, SVR, RF and ensemble of them. Then, accuracies of the surrogates are evaluated and it proves that the ESs outperforms the others. Later, the production cost optimization model is proposed and PSO is utilized to solve it, while a case study is given to depict the optimization process and verify the effectiveness of the proposed hybrid ESs-PSO approach. Overall, the ESs-PSO approach shows great capability of optimizing production cost of sodium hypochlorite bleaching washing for denim.

Selecting the Best Quantity and Variety of Surrogates for an Ensemble Model

Surrogate modeling techniques are widely used to replace the computationally expensive black-box functions in engineering. As a combination of individual surrogate models, an ensemble of surrogates is preferred due to its strong robustness. However, how to select the best quantity and variety of surrogates for an ensemble has always been a challenging task. In this work, five popular surrogate modeling techniques including polynomial response surface (PRS), radial basis functions (RBF), kriging (KRG), Gaussian process (GP) and linear shepard (SHEP) are considered as the basic surrogate models, resulting in twenty-six ensemble models by using a previously presented weights selection method. The best ensemble model is expected to be found by comparative studies on prediction accuracy and robustness. By testing eight mathematical problems and two engineering examples, we found that: (1) in general, using as many accurate surrogates as possible to construct ensemble models will improve the prediction performance and (2) ensemble models can be used as an insurance rather than offering significant improvements. Moreover, the ensemble of three surrogates PRS, RBF and KRG is preferred based on the prediction performance. The results provide engineering practitioners with guidance on the superior choice of the quantity and variety of surrogates for an ensemble.

Reliability Analysis of Structures by Iterative Improved Ensemble of Surrogate Method

Surrogate models have been widely adopted for reliability analysis. The common approach is to construct a series of surrogates based on a training set and then pick out the best one with the highest accuracy as an approximation of the time-consuming limit state function. However, the traditional method increases the risk of adopting an inappropriate model and does not take full advantage of the data devoted to constructing different surrogates. Furthermore, obtaining more samples is very expensive and sometimes even impossible. Therefore, to save the cost of constructing the surrogate and improve the prediction accuracy, an ensemble strategy is proposed in this paper for efficiently analyzing the structural reliability. The values of the weights are obtained by a recursive process and the leave-one-out technique, in which the values are updated in each iteration until a given prediction accuracy is achieved. Besides, a learning function is used to guide the selection of the next sampling candidate. Because the learning function utilizes the uncertainty estimator of the surrogate to guide the design of experiments (DoE), to accurately calculate the uncertainty estimator of the ensemble of surrogates, the concept of weighted mean square error is proposed. After the high-quality ensemble of surrogates of the limit state function is available, the Monte Carlo method is employed to calculate the failure probabilities. The proposed method is evaluated by three analytic problems and one engineering problem. The results show that the proposed ensemble of surrogates has better prediction accuracy and robustness than the stand-alone surrogates and the existing ensemble techniques.

Ensemble of surrogates and cross-validation for rapid and accurate predictions using small data sets

In engineering design, surrogate models are often used instead of costly computer simulations. Typically, a single surrogate model is selected based on the previous experience. We observe, based on an analysis of the published literature, that fitting an ensemble of surrogates (EoS) based on cross-validation errors is more accurate but requires more computational time. In this paper, we propose a method to build an EoS that is both accurate and less computationally expensive. In the proposed method, the EoS is a weighted average surrogate of response surface models, kriging, and radial basis functions based on overall cross-validation error. We demonstrate that created EoS is accurate than individual surrogates even when fewer data points are used, so computationally efficient with relatively insensitive predictions. We demonstrate the use of an EoS using hot rod rolling as an example. Finally, we include a rule-based template which can be used for other problems with similar requirements, for example, the computational time, required accuracy, and the size of the data.