Expensive constraints parallel surrogate-based optimization algorithm based on mean improvement control strategy

被引：0
|
作者：
Lin C.-L. [1 ]
Ma Y.-Z. [1 ]
Xiao T.-L. [1 ]
机构：
[1] School of Economics and Management, Nanjing University of Science and Technology, Nanjing
来源：
Kongzhi Lilun Yu Yingyong/Control Theory and Applications | 2021年 / 38卷 / 06期
基金：
中国国家自然科学基金;
关键词：
Expensive constraint optimization problem; Kriging model; Mean improvement control strategy; Parallel computing; Probability of feasibility;
D O I：
10.7641/CTA.2020.00581
中图分类号：
学科分类号：
摘要：
Considering the expensive black box constrained optimization problem and the low utilization of computing resources in engineering, a new parallel surrogate-based optimization algorithm based on mean improvement control strategy is proposed. In order to reduce the computational burden of simulation modeling, Kriging model is employed to approximate the objective function and constraint function. On the basis of Kriging approximation model, the control function with distance characteristic is constructed by using the inequality relationship between mean improvement and new test sample. The mean improvement control strategy of the algorithm adjusts the maximum improved value through the control function to realize the multi-point filling in the sample design space. The algorithm is suitable for: 1) the computational cost mainly comes from simulation estimation rather than optimization; 2) complex engineering or commercial software can not be modified for expensive simulation problems. Numerical examples and simulation cases show that the algorithm can effectively obtain approximate optimal solution, Compared with other multi-point filling strategies, the mean improvement control strategy can effectively improve the computational efficiency of the algorithm. In addition, the stability and accuracy of the approximate optimization solution obtained by the algorithm have certain advantages. © 2021, Editorial Department of Control Theory & Applications South China University of Technology. All right reserved.
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页码：707 / 718
页数：11
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