A Kriging-based multi-point sequential sampling optimization method for complex black-box problem

Li, Yaohui

doi:10.1007/s12065-020-00352-5

Cited by 3 publications

References 33 publications

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An adaptive surrogate-assisted particle swarm optimization for expensive problems

2021

Soft Comput

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To solve engineering problems with evolutionary algorithms, many expensive objective function evaluations (FEs) are required. To alleviate this difficulty, the surrogateassisted evolutionary algorithm (SAEA) has attracted increasingly more attention in both academia and industry. The existing SAEAs depend on the quantity and quality of the original samples, and it is difficult for them to yield satisfactory solutions within the limited number of FEs. Moreover, these methods easily fall into local optima as the dimension increases. To address these problems, this paper proposes an adaptive surrogate-assisted particle swarm optimization (ASAPSO) algorithm. In the proposed algorithm, an adaptive surrogate selection method that depends on the comparison between the best existing solution and the latest obtained solution is suggested to ensure the effectiveness of the optimization operations and improve the computational efficiency. Additionally, a model output criterion based on the standard deviation is suggested to improve the robustness and stability of the ensemble model. To verify the performance of the proposed algorithm, 10 benchmark functions with different modalities from 10 to 50 dimensions are tested, and the results are compared with those of five state-of-the-art SAEAs. The experimental results indicate that the proposed algorithm performs well for most benchmark functions within the limited number of FEs. The performance of the proposed algorithm in solving engineering problems is verified by applying the algorithm to the PX oxidation process.

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An adaptive surrogate-assisted particle swarm optimization for expensive problems

2021

Soft Comput

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An Adaptive Surrogate-Assisted Particle Swarm Optimization for Expensive Problems

2021

Preprint

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To solve engineering problems with evolutionary algorithms, many expensive objective function evaluations (FEs) are required. To alleviate this difficulty, the surrogate-assisted evolutionary algorithm (SAEA) has attracted increasingly more attention in both academia and industry. The existing SAEAs depend on the quantity and quality of the original samples, and it is difficult for them to yield satisfactory solutions within the limited number of FEs. Moreover, these methods easily fall into local optima as the dimension increases. To address these problems, this paper proposes an adaptive surrogate-assisted particle swarm optimization (ASAPSO) algorithm. In the proposed algorithm, an adaptive surrogate selection method that depends on the comparison between the best existing solution and the latest obtained solution is suggested to ensure the effectiveness of the optimization operations and improve the computational efficiency. Additionally, a model output criterion based on the standard deviation is suggested to improve the robustness and stability of the ensemble model. To verify the performance of the proposed algorithm, 10 benchmark functions with different modalities from 10 to 50 dimensions are tested, and the results are compared with those of five state-of-the-art SAEAs. The experimental results indicate that the proposed algorithm performs well for most benchmark functions within the limited number of FEs. The performance of the proposed algorithm in solving engineering problems is verified by applying the algorithm to the PX oxidation process.

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High-Precision Kriging Modeling Method Based on Hybrid Sampling Criteria

Shi

Shen

2021

Mathematics

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Finding new valuable sampling points and making these points better distributed in the design space is the key to determining the approximate effect of Kriging. To this end, a high-precision Kriging modeling method based on hybrid sampling criteria (HKM-HS) is proposed to solve this problem. In the HKM-HS method, two infilling sampling strategies based on MSE (Mean Square Error) are optimized to obtain new candidate points. By maximizing MSE (MMSE) of Kriging model, it can generate the first candidate point that is likely to appear in a sparse area. To avoid the ill-conditioned correlation matrix caused by the too close distance between any two sampling points, the MC (MSE and Correlation function) criterion formed by combining the MSE and the correlation function through multiplication and division is minimized to generate the second candidate point. Furthermore, a new screening method is used to select the final expensive evaluation point from the two candidate points. Finally, the test results of sixteen benchmark functions and a house heating case show that the HKM-HS method can effectively enhance the modeling accuracy and stability of Kriging in contrast with other approximate modeling methods.

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A Kriging-based multi-point sequential sampling optimization method for complex black-box problem

Cited by 3 publications

References 33 publications

An adaptive surrogate-assisted particle swarm optimization for expensive problems

An adaptive surrogate-assisted particle swarm optimization for expensive problems

An Adaptive Surrogate-Assisted Particle Swarm Optimization for Expensive Problems

High-Precision Kriging Modeling Method Based on Hybrid Sampling Criteria

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