5,709 research outputs found
Solving the G-problems in less than 500 iterations: Improved efficient constrained optimization by surrogate modeling and adaptive parameter control
Constrained optimization of high-dimensional numerical problems plays an
important role in many scientific and industrial applications. Function
evaluations in many industrial applications are severely limited and no
analytical information about objective function and constraint functions is
available. For such expensive black-box optimization tasks, the constraint
optimization algorithm COBRA was proposed, making use of RBF surrogate modeling
for both the objective and the constraint functions. COBRA has shown remarkable
success in solving reliably complex benchmark problems in less than 500
function evaluations. Unfortunately, COBRA requires careful adjustment of
parameters in order to do so.
In this work we present a new self-adjusting algorithm SACOBRA, which is
based on COBRA and capable to achieve high-quality results with very few
function evaluations and no parameter tuning. It is shown with the help of
performance profiles on a set of benchmark problems (G-problems, MOPTA08) that
SACOBRA consistently outperforms any COBRA algorithm with fixed parameter
setting. We analyze the importance of the several new elements in SACOBRA and
find that each element of SACOBRA plays a role to boost up the overall
optimization performance. We discuss the reasons behind and get in this way a
better understanding of high-quality RBF surrogate modeling
State-of-the-art in aerodynamic shape optimisation methods
Aerodynamic optimisation has become an indispensable component for any aerodynamic design over the past 60 years, with applications to aircraft, cars, trains, bridges, wind turbines, internal pipe flows, and cavities, among others, and is thus relevant in many facets of technology. With advancements in computational power, automated design optimisation procedures have become more competent, however, there is an ambiguity and bias throughout the literature with regards to relative performance of optimisation architectures and employed algorithms. This paper provides a well-balanced critical review of the dominant optimisation approaches that have been integrated with aerodynamic theory for the purpose of shape optimisation. A total of 229 papers, published in more than 120 journals and conference proceedings, have been classified into 6 different optimisation algorithm approaches. The material cited includes some of the most well-established authors and publications in the field of aerodynamic optimisation. This paper aims to eliminate bias toward certain algorithms by analysing the limitations, drawbacks, and the benefits of the most utilised optimisation approaches. This review provides comprehensive but straightforward insight for non-specialists and reference detailing the current state for specialist practitioners
Maximum Likelihood-based Online Adaptation of Hyper-parameters in CMA-ES
The Covariance Matrix Adaptation Evolution Strategy (CMA-ES) is widely
accepted as a robust derivative-free continuous optimization algorithm for
non-linear and non-convex optimization problems. CMA-ES is well known to be
almost parameterless, meaning that only one hyper-parameter, the population
size, is proposed to be tuned by the user. In this paper, we propose a
principled approach called self-CMA-ES to achieve the online adaptation of
CMA-ES hyper-parameters in order to improve its overall performance.
Experimental results show that for larger-than-default population size, the
default settings of hyper-parameters of CMA-ES are far from being optimal, and
that self-CMA-ES allows for dynamically approaching optimal settings.Comment: 13th International Conference on Parallel Problem Solving from Nature
(PPSN 2014) (2014
A Random Forest Assisted Evolutionary Algorithm for Data-Driven Constrained Multi-Objective Combinatorial Optimization of Trauma Systems for publication
Many real-world optimization problems can be
solved by using the data-driven approach only, simply because no
analytic objective functions are available for evaluating candidate
solutions. In this work, we address a class of expensive datadriven
constrained multi-objective combinatorial optimization
problems, where the objectives and constraints can be calculated
only on the basis of large amount of data. To solve this class
of problems, we propose to use random forests and radial basis
function networks as surrogates to approximate both objective
and constraint functions. In addition, logistic regression models
are introduced to rectify the surrogate-assisted fitness evaluations
and a stochastic ranking selection is adopted to further reduce
the influences of the approximated constraint functions. Three
variants of the proposed algorithm are empirically evaluated on
multi-objective knapsack benchmark problems and two realworld
trauma system design problems. Experimental results
demonstrate that the variant using random forest models as
the surrogates are effective and efficient in solving data-driven
constrained multi-objective combinatorial optimization problems
Flux Weakening Strategy Optimization for Five-Phase PM Machine with Concentrated Windings
The paper applies an Efficient Global Optimization method (EGO) to improve the efficiency, in flux weakening region, of a given 5-phase Permanent Magnet (PM) machine. An optimal control for the four independent currents is thus defined. Moreover, a modification proposal of the machine geometry is added to the optimization process of the global drive. The effectiveness of the method allows solving the challenge which consists in taking into account inside the control strategy the eddy-current losses in magnets and iron. In fact, magnet losses are a critical point to protect the machine from demagnetization in flux-weakening region. But these losses, which highly depend on magnetic state of the machine, must be calculated by Finite Element Method (FEM) to be accurate. The FEM has the drawback to be time consuming. It is why a direct optimization using FEM is critical. EGO method, using sparingly FEM, allows to find a feasible solution to this hard optimization problem of control and design of multi-phase drive
Parallel surrogate-assisted global optimization with expensive functions – a survey
Surrogate assisted global optimization is gaining popularity. Similarly, modern advances in computing power increasingly rely on parallelization rather than faster processors. This paper examines some of the methods used to take advantage of parallelization in surrogate based global optimization. A key issue focused on in this review is how different algorithms balance exploration and exploitation. Most of the papers surveyed are adaptive samplers that employ Gaussian Process or Kriging surrogates. These allow sophisticated approaches for balancing exploration and exploitation and even allow to develop algorithms with calculable rate of convergence as function of the number of parallel processors. In addition to optimization based on adaptive sampling, surrogate assisted parallel evolutionary algorithms are also surveyed. Beyond a review of the present state of the art, the paper also argues that methods that provide easy parallelization, like multiple parallel runs, or methods that rely on population of designs for diversity deserve more attention.United States. Dept. of Energy (National Nuclear Security Administration. Advanced Simulation and Computing Program. Cooperative Agreement under the Predictive Academic Alliance Program. DE-NA0002378
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