A constrained multi-objective surrogate-based optimization algorithm

Surrogate models or metamodels are widely used in the realm of engineering for design optimization to minimize the number of computationally expensive simulations. Most practical problems often have conflicting objectives, which lead to a number of competing solutions which form a Pareto front. Multi-objective surrogate-based constrained optimization algorithms have been proposed in literature, but handling constraints directly is a relatively new research area. Most algorithms proposed to directly deal with multi-objective optimization have been evolutionary algorithms (Multi-Objective Evolutionary Algorithms -MOEAs). MOEAs can handle large design spaces but require a large number of simulations, which might be infeasible in practice, especially if the constraints are expensive. A multi-objective constrained optimization algorithm is presented in this paper which makes use of Kriging models, in conjunction with multi-objective probability of improvement (PoI) and probability of feasibility (PoF) criteria to drive the sample selection process economically. The efficacy of the proposed algorithm is demonstrated on an analytical benchmark function, and the algorithm is then used to solve a microwave filter design optimization problem

Constrained multi-objective antenna design optimization using surrogates

A novel surrogate-based constrained multi-objective optimization algorithm for simulation-driven optimization is proposed. The evolutionary algorithms usually applied in antenna design optimization typically require a large number of objective function evaluations to converge. The efficient constrained multiobjective optimization algorithm described in this paper identifies Pareto-optimal solutions satisfying the required constraints using very few function evaluations. This leads to substantial savings in time and drastically reduces the time to market for expensive antenna design optimization problems. The efficiency of the approach is demonstrated on the design of an L1-band GPS antenna. The algorithm automatically optimizes the antenna geometry, parametrized by 5 design variables with performance constraints on three objectives. The results are compared with well-established multiobjective optimization evolutionary algorithms

An evolutionary algorithm based pattern search approach for constrained optimization

Constrained optimization is one of the popular research areas since constraints are usually present in most real world optimization problems. The purpose of this work is to develop a gradient free constrained global optimization methodology to solve this type of problems. In the methodology proposed, the single objective constrained optimization problem is solved using a Multi-Objective Evolutionary Algorithm (MOEA) by considering two objectives simultaneously, the original objective function and a measure of constraint violation. The MOEA incorporates a penalty function where the penalty parameter is estimated adaptively. The use of penalty function method will enable to further improve the current best solution by decreasing the level of constraint violation, which is made using a gradient free local search method. The performance of the proposed methodology was assessed on a set of benchmark test problems. The results obtained allowed to conclude that the present approach is competitive when compared with other methods available

Mixed-Integer Constrained Optimization Based on Memetic Algorithm

Evolutionary algorithms (EAs) are population-based global search methods. They have been successfully applied tomany complex optimization problems. However, EAs are frequently incapable of finding a convergence solution indefault of local search mechanisms. Memetic Algorithms (MAs) are hybrid EAs that combine genetic operators withlocal search methods. With global exploration and local exploitation in search space, MAs are capable of obtainingmore high-quality solutions. On the other hand, mixed-integer hybrid differential evolution (MIHDE), as an EA-basedsearch algorithm, has been successfully applied to many mixed-integer optimization problems. In this paper, amemetic algorithm based on MIHDE is developed for solving mixed-integer optimization problems. However, most ofreal-world mixed-integer optimization problems frequently consist of equality and/or inequality constraints. In order toeffectively handle constraints, an evolutionary Lagrange method based on memetic algorithm is developed to solvethe mixed-integer constrained optimization problems. The proposed algorithm is implemented and tested on twobenchmark mixed-integer constrained optimization problems. Experimental results show that the proposed algorithmcan find better optimal solutions compared with some other search algorithms. Therefore, it implies that the proposedmemetic algorithm is a good approach to mixed-integer optimization problems

Application of pattern search method to power system valve-point economic load dispatch

Direct search (DS) methods are evolutionary algorithms used to solve constrained optimization problems. DS methods do not require any information about the gradient of the objective function at hand, while searching for an optimum solution. One of such methods is pattern search (PS) algorithm. This study presents a new approach based on a constrained pattern search algorithm to solve well-known power system economic load dispatch problem (ELD) with valve-point effect. For illustrative purposes, the proposed PS technique has been applied to various test systems to validate its effectiveness. Furthermore, convergence characteristics and robustness of the proposed method has been assessed and investigated through comparison with results reported in literature. The outcome is very encouraging and proves that pattern search (PS) is very applicable for solving power system economic load dispatch problem

Application of Pattern Search Method to Power System Economic Load Dispatch

Direct Search (DS) methods are evolutionary algorithms used to solve constrained optimization problems. DS methods do not require information about the gradient of the objective function while searching for an optimum solution. One of such methods is Pattern Search (PS) algorithm. This study examines the usefulness of a constrained pattern search algorithm to solve well-known power system Economic Load Dispatch problem (ELD) with a valve-point effect. For illustrative purposes, the proposed PS technique has been applied to various test systems to validate its effectiveness. Furthermore, convergence characteristics and robustness of the proposed method have been assessed and investigated through comparison with results reported in literature. The outcome is very encouraging and suggests that pattern search (PS) may be very useful in solving power system economic load dispatch problems

Making Indefinite Kernel Learning Practical

In this paper we embed evolutionary computation into statistical learning theory. First, we outline the connection between large margin optimization and statistical learning and see why this paradigm is successful for many pattern recognition problems. We then embed evolutionary computation into the most prominent representative of this class of learning methods, namely into Support Vector Machines (SVM). In contrast to former applications of evolutionary algorithms to SVM we do not only optimize the method or kernel parameters. We rather use evolution strategies in order to directly solve the posed constrained optimization problem. Transforming the problem into the Wolfe dual reduces the total runtime and allows the usage of kernel functions just as for traditional SVM. We will show that evolutionary SVM are at least as accurate as their quadratic programming counterparts on eight real-world benchmark data sets in terms of generalization performance. They always outperform traditional approaches in terms of the original optimization problem. Additionally, the proposed algorithm is more generic than existing traditional solutions since it will also work for non-positive semidefinite or indefinite kernel functions. The evolutionary SVM variants frequently outperform their quadratic programming competitors in cases where such an indefinite Kernel function is used. --