Engineering design applications of surrogate-assisted optimization techniques

The construction of models aimed at learning the behaviour of a system whose responses to inputs are expensive to measure is a branch of statistical science that has been around for a very long time. Geostatistics has pioneered a drive over the last half century towards a better understanding of the accuracy of such ‘surrogate’ models of the expensive function. Of particular interest to us here are some of the even more recent advances related to exploiting such formulations in an optimization context. While the classic goal of the modelling process has been to achieve a uniform prediction accuracy across the domain, an economical optimization process may aim to bias the distribution of the learning budget towards promising basins of attraction. This can only happen, of course, at the expense of the global exploration of the space and thus finding the best balance may be viewed as an optimization problem in itself. We examine here a selection of the state of-the-art solutions to this type of balancing exercise through the prism of several simple, illustrative problems, followed by two ‘real world’ applications: the design of a regional airliner wing and the multi-objective search for a low environmental impact hous

Identification of quasi-optimal regions in the design space using surrogate modeling

The use of Surrogate Based Optimization (SBO) is widely spread in engineering design to find optimal performance characteristics of expensive simulations (forward analysis: from input to optimal output). However, often the practitioner knows a priori the desired performance and is interested in finding the associated input parameters (reverse analysis: from desired output to input). A popular method to solve such reverse (inverse) problems is to minimize the error between the simulated performance and the desired goal. However, there might be multiple quasi-optimal solutions to the problem. In this paper, the authors propose a novel method to efficiently solve inverse problems and to sample Quasi-Optimal Regions (QORs) in the input (design) space more densely. The development of this technique, based on the probability of improvement criterion and kriging models, is driven by a real-life problem from bio-mechanics, i.e., determining the elasticity of the (rabbit) tympanic membrane, a membrane that converts acoustic sound wave into vibrations of the middle ear ossicular bones

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

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

A Latent Variable Approach for Non-Hierarchical Multi-Fidelity Adaptive Sampling

Multi-fidelity (MF) methods are gaining popularity for enhancing surrogate modeling and design optimization by incorporating data from various low-fidelity (LF) models. While most existing MF methods assume a fixed dataset, adaptive sampling methods that dynamically allocate resources among fidelity models can achieve higher efficiency in the exploring and exploiting the design space. However, most existing MF methods rely on the hierarchical assumption of fidelity levels or fail to capture the intercorrelation between multiple fidelity levels and utilize it to quantify the value of the future samples and navigate the adaptive sampling. To address this hurdle, we propose a framework hinged on a latent embedding for different fidelity models and the associated pre-posterior analysis to explicitly utilize their correlation for adaptive sampling. In this framework, each infill sampling iteration includes two steps: We first identify the location of interest with the greatest potential improvement using the high-fidelity (HF) model, then we search for the next sample across all fidelity levels that maximize the improvement per unit cost at the location identified in the first step. This is made possible by a single Latent Variable Gaussian Process (LVGP) model that maps different fidelity models into an interpretable latent space to capture their correlations without assuming hierarchical fidelity levels. The LVGP enables us to assess how LF sampling candidates will affect HF response with pre-posterior analysis and determine the next sample with the best benefit-to-cost ratio. Through test cases, we demonstrate that the proposed method outperforms the benchmark methods in both MF global fitting (GF) and Bayesian Optimization (BO) problems in convergence rate and robustness. Moreover, the method offers the flexibility to switch between GF and BO by simply changing the acquisition function

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