Self-Adaptive Surrogate-Assisted Covariance Matrix Adaptation Evolution Strategy

This paper presents a novel mechanism to adapt surrogate-assisted population-based algorithms. This mechanism is applied to ACM-ES, a recently proposed surrogate-assisted variant of CMA-ES. The resulting algorithm, saACM-ES, adjusts online the lifelength of the current surrogate model (the number of CMA-ES generations before learning a new surrogate) and the surrogate hyper-parameters. Both heuristics significantly improve the quality of the surrogate model, yielding a significant speed-up of saACM-ES compared to the ACM-ES and CMA-ES baselines. The empirical validation of saACM-ES on the BBOB-2012 noiseless testbed demonstrates the efficiency and the scalability w.r.t the problem dimension and the population size of the proposed approach, that reaches new best results on some of the benchmark problems.Comment: Genetic and Evolutionary Computation Conference (GECCO 2012) (2012

Efficient design optimization of high-performance MEMS based on a surrogate-assisted self-adaptive differential evolution

High-performance microelectromechanical systems (MEMS) are playing a critical role in modern engineering systems. Due to computationally expensive numerical analysis and stringent design specifications nowadays, both the optimization efficiency and quality of design solutions become challenges for available MEMS shape optimization methods. In this paper, a new method, called self-adaptive surrogate model-assisted differential evolution for MEMS optimization (ASDEMO), is presented to address these challenges. The main innovation of ASDEMO is a hybrid differential evolution mutation strategy combination and its self-adaptive adoption mechanism, which are proposed for online surrogate model-assisted MEMS optimization. The performance of ASDEMO is demonstrated by a high-performance electro-thermo-elastic micro-actuator, a high-performance corrugated membrane microactuator, and a highly multimodal mathematical benchmark problem. Comparisons with state-of-the-art methods verify the advantages of ASDEMO in terms of efficiency and optimization ability

Black-box optimization benchmarking of IPOP-saACM-ES on the BBOB-2012 noisy testbed

In this paper, we study the performance of IPOP-saACM-ES, recently proposed self-adaptive surrogate-assisted Covariance Matrix Adaptation Evolution Strategy. The algorithm was tested using restarts till a total number of function evaluations of $10^6D$ was reached, where $D$ is the dimension of the function search space. The experiments show that the surrogate model control allows IPOP-saACM-ES to be as robust as the original IPOP-aCMA-ES and outperforms the latter by a factor from 2 to 3 on 6 benchmark problems with moderate noise. On 15 out of 30 benchmark problems in dimension 20, IPOP-saACM-ES exceeds the records observed during BBOB-2009 and BBOB-2010.Comment: Genetic and Evolutionary Computation Conference (GECCO 2012) (2012

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

Enhancing Cooperative Coevolution for Large Scale Optimization by Adaptively Constructing Surrogate Models

It has been shown that cooperative coevolution (CC) can effectively deal with large scale optimization problems (LSOPs) through a divide-and-conquer strategy. However, its performance is severely restricted by the current context-vector-based sub-solution evaluation method since this method needs to access the original high dimensional simulation model when evaluating each sub-solution and thus requires many computation resources. To alleviate this issue, this study proposes an adaptive surrogate model assisted CC framework. This framework adaptively constructs surrogate models for different sub-problems by fully considering their characteristics. For the single dimensional sub-problems obtained through decomposition, accurate enough surrogate models can be obtained and used to find out the optimal solutions of the corresponding sub-problems directly. As for the nonseparable sub-problems, the surrogate models are employed to evaluate the corresponding sub-solutions, and the original simulation model is only adopted to reevaluate some good sub-solutions selected by surrogate models. By these means, the computation cost could be greatly reduced without significantly sacrificing evaluation quality. Empirical studies on IEEE CEC 2010 benchmark functions show that the concrete algorithm based on this framework is able to find much better solutions than the conventional CC algorithms and a non-CC algorithm even with much fewer computation resources.Comment: arXiv admin note: text overlap with arXiv:1802.0974

Towards the Evolution of Novel Vertical-Axis Wind Turbines

Renewable and sustainable energy is one of the most important challenges currently facing mankind. Wind has made an increasing contribution to the world's energy supply mix, but still remains a long way from reaching its full potential. In this paper, we investigate the use of artificial evolution to design vertical-axis wind turbine prototypes that are physically instantiated and evaluated under approximated wind tunnel conditions. An artificial neural network is used as a surrogate model to assist learning and found to reduce the number of fabrications required to reach a higher aerodynamic efficiency, resulting in an important cost reduction. Unlike in other approaches, such as computational fluid dynamics simulations, no mathematical formulations are used and no model assumptions are made.Comment: 14 pages, 11 figure

mfEGRA: Multifidelity Efficient Global Reliability Analysis through Active Learning for Failure Boundary Location

This paper develops mfEGRA, a multifidelity active learning method using data-driven adaptively refined surrogates for failure boundary location in reliability analysis. This work addresses the issue of prohibitive cost of reliability analysis using Monte Carlo sampling for expensive-to-evaluate high-fidelity models by using cheaper-to-evaluate approximations of the high-fidelity model. The method builds on the Efficient Global Reliability Analysis (EGRA) method, which is a surrogate-based method that uses adaptive sampling for refining Gaussian process surrogates for failure boundary location using a single-fidelity model. Our method introduces a two-stage adaptive sampling criterion that uses a multifidelity Gaussian process surrogate to leverage multiple information sources with different fidelities. The method combines expected feasibility criterion from EGRA with one-step lookahead information gain to refine the surrogate around the failure boundary. The computational savings from mfEGRA depends on the discrepancy between the different models, and the relative cost of evaluating the different models as compared to the high-fidelity model. We show that accurate estimation of reliability using mfEGRA leads to computational savings of $\sim$46% for an analytic multimodal test problem and 24% for a three-dimensional acoustic horn problem, when compared to single-fidelity EGRA. We also show the effect of using a priori drawn Monte Carlo samples in the implementation for the acoustic horn problem, where mfEGRA leads to computational savings of 45% for the three-dimensional case and 48% for a rarer event four-dimensional case as compared to single-fidelity EGRA

Evolutionary model type selection for global surrogate modeling

Due to the scale and computational complexity of currently used simulation codes, global surrogate (metamodels) models have become indispensable tools for exploring and understanding the design space. Due to their compact formulation they are cheap to evaluate and thus readily facilitate visualization, design space exploration, rapid prototyping, and sensitivity analysis. They can also be used as accurate building blocks in design packages or larger simulation environments. Consequently, there is great interest in techniques that facilitate the construction of such approximation models while minimizing the computational cost and maximizing model accuracy. Many surrogate model types exist ( Support Vector Machines, Kriging, Neural Networks, etc.) but no type is optimal in all circumstances. Nor is there any hard theory available that can help make this choice. In this paper we present an automatic approach to the model type selection problem. We describe an adaptive global surrogate modeling environment with adaptive sampling, driven by speciated evolution. Different model types are evolved cooperatively using a Genetic Algorithm ( heterogeneous evolution) and compete to approximate the iteratively selected data. In this way the optimal model type and complexity for a given data set or simulation code can be dynamically determined. Its utility and performance is demonstrated on a number of problems where it outperforms traditional sequential execution of each model type