Automatic surrogate model type selection during the optimization of expensive black-box problems

The use of Surrogate Based Optimization (SBO) has become commonplace for optimizing expensive black-box simulation codes. A popular SBO method is the Efficient Global Optimization (EGO) approach. However, the performance of SBO methods critically depends on the quality of the guiding surrogate. In EGO the surrogate type is usually fixed to Kriging even though this may not be optimal for all problems. In this paper the authors propose to extend the well-known EGO method with an automatic surrogate model type selection framework that is able to dynamically select the best model type (including hybrid ensembles) depending on the data available so far. Hence, the expected improvement criterion will always be based on the best approximation available at each step of the optimization process. The approach is demonstrated on a structural optimization problem, i.e., reducing the stress on a truss-like structure. Results show that the proposed algorithm consequently finds better optimums than traditional kriging-based infill optimization

Title Grey Predictor Reference Model For Assisting Particle Swarm Optimization

This paper proposes an approach of forming the average performance by Grey Modeling, GM, and use an average performance as reference model for doing evolutionary computation with error type performance index. The idea of the approach is to construct the reference model based on the performance of unknown systems when users apply evolutionary computation to fine-tuning the control systems with error type performance index. We apply this approach to particle swarm optimization for searching the optimal gains of baseline PI controller of wind turbines operating at the certain set point in Region 3. In the numerical simulation part, the corresponding results demonstrate the effectiveness of Grey Modeling

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

Inverse modelling of an aneurysm's stiffness using surrogate-based optimization and fluid-structure interaction simulations

Characterization of the mechanical properties of arterial tissues is highly relevant. In this work, we apply an inverse modelling approach to a model accounting for an aneurysm and the distal part of the circulation which can be modified using two independent stiffness parameters. For given values of these parameters, the position of the arterial wall as a function of time is calculated using a forward simulation which takes the fluid-structure interaction (FSI) into account. Using this forward simulation, the correct values of the stiffness parameters are obtained by minimizing a cost function, which is defined as the difference between the forward simulation and a measurement. The minimization is performed by means of surrogate-based optimization using a Kriging model combined with the expected improvement infill criterion. The results show that the stiffness parameters converge to the correct values, both for a zero-dimensional and for a three-dimensional model of the aneurysm

A Genetic Programming Based Heuristic to Simplify Rugged Landscapes Exploration

Some optimization problems are difficult to solve due to a considerable number of local optima, which may result in premature convergence of the optimization process. To address this problem, we propose a novel heuristic method for constructing a smooth surrogate model of the original function. The surrogate function is easier to optimize but maintains a fundamental property of the original rugged fitness landscape: the location of the global optimum. To create such a surrogate model, we consider a linear genetic programming approach coupled with a self-tuning fitness function. More specifically, to evaluate the fitness of the produced surrogate functions, we employ Fuzzy Self-Tuning Particle Swarm Optimization, a setting-free version of particle swarm optimization. To assess the performance of the proposed method, we considered a set of benchmark functions characterized by high noise and ruggedness. Moreover, the method is evaluated over different problems’ dimensionalities. The proposed approach reveals its suitability for performing the proposed task. In particular, experimental results confirm its capability to find the global argminimum for all the considered benchmark problems and all the domain dimensions taken into account, thus providing an innovative and promising strategy for dealing with challenging optimization problems. Doi: 10.28991/ESJ-2023-07-04-01 Full Text: PD

A Genetic Programming Based Heuristic to Simplify Rugged Landscapes Exploration

Some optimization problems are difficult to solve due to a considerable number of local optima, which may result in premature convergence of the optimization process. To address this problem, we propose a novel heuristic method for constructing a smooth surrogate model of the original function. The surrogate function is easier to optimize but maintains a fundamental property of the original rugged fitness landscape: the location of the global optimum. To create such a surrogate model, we consider a linear genetic programming approach coupled with a self-tuning fitness function. More specifically, to evaluate the fitness of the produced surrogate functions, we employ Fuzzy Self-Tuning Particle Swarm Optimization, a setting-free version of particle swarm optimization. To assess the performance of the proposed method, we considered a set of benchmark functions characterized by high noise and ruggedness. Moreover, the method is evaluated over different problems’ dimensionalities. The proposed approach reveals its suitability for performing the proposed task. In particular, experimental results confirm its capability to find the global argminimum for all the considered benchmark problems and all the domain dimensions taken into account, thus providing an innovative and promising strategy for dealing with challenging optimization problems