42,876 research outputs found
MATSuMoTo: The MATLAB Surrogate Model Toolbox For Computationally Expensive Black-Box Global Optimization Problems
MATSuMoTo is the MATLAB Surrogate Model Toolbox for computationally
expensive, black-box, global optimization problems that may have continuous,
mixed-integer, or pure integer variables. Due to the black-box nature of the
objective function, derivatives are not available. Hence, surrogate models are
used as computationally cheap approximations of the expensive objective
function in order to guide the search for improved solutions. Due to the
computational expense of doing a single function evaluation, the goal is to
find optimal solutions within very few expensive evaluations. The multimodality
of the expensive black-box function requires an algorithm that is able to
search locally as well as globally. MATSuMoTo is able to address these
challenges. MATSuMoTo offers various choices for surrogate models and surrogate
model mixtures, initial experimental design strategies, and sampling
strategies. MATSuMoTo is able to do several function evaluations in parallel by
exploiting MATLAB's Parallel Computing Toolbox.Comment: 13 pages, 7 figure
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
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
The consideration of surrogate model accuracy in single-objective electromagnetic design optimization
The computational cost of evaluating the objective function in electromagnetic optimal design problems necessitates the use of cost-effective techniques. This paper describes how one popular technique, surrogate modelling, has been used in the single-objective optimization of electromagnetic devices. Three different types of surrogate model are considered, namely polynomial approximation, artificial neural networks and kriging. The importance of considering surrogate model accuracy is emphasised, and techniques used to improve accuracy for each type of model are discussed. Developments in this area outside the field of electromagnetic design optimization are also mentioned. It is concluded that surrogate model accuracy is an important factor which should be considered during an optimization search, and that developments have been made elsewhere in this area which are yet to be implemented in electromagnetic design optimization
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