Efficient strategies for constrained black-box optimization by intrinsically linear approximation (CBOILA)

Abstract

In this paper, a novel trust-region based surrogate-assisted optimization method, called CBOILA (Constrained Black-box Optimization by Intrinsically Linear Approximation), has been proposed to reduce the number of black-box function evaluations and enhance the efficient performance for solving complex optimization problems. This developed optimization approach utilizes an assembly of intrinsically linear approximations to seek the optimum with incorporation of three strategies: (1) extended-box selection strategy (EBS), ( 2) global intelligence selection strategy (GIS) and ( 3) balanced trust-region strategy. EBS aims at reducing the number of function evaluations in current iteration by selecting points close to the given trust region boundary. Whilst, GIS is designed to improve the exploration performance by adaptively choosing points outside the trust region. The balanced trust-region strategy works with four indicators, which will be triggered by the quality of the approximation, the movement direction of the search, the location of the sub-optimum, and the condition of the termination, respectively. By modifying the move limit of each dimension accordingly, CBOILA is capable of attaining a balanced search between exploitation and exploration for the optimal solutions. To demonstrate the potentials of the proposed optimization method, three widely used benchmark problems have been examined and the results have also been compared with solutions by other metamodel-based algorithms in published works. Results show that the proposed method can efficiently and robustly solve constrained black-box optimization problems within an acceptable computational time.