A survey on handling computationally expensive multiobjective optimization problems with evolutionary algorithms

This is the author accepted manuscript. The final version is available from Springer Verlag via the DOI in this record.Evolutionary algorithms are widely used for solving multiobjective optimization problems but are often criticized because of a large number of function evaluations needed. Approximations, especially function approximations, also referred to as surrogates or metamodels are commonly used in the literature to reduce the computation time. This paper presents a survey of 45 different recent algorithms proposed in the literature between 2008 and 2016 to handle computationally expensive multiobjective optimization problems. Several algorithms are discussed based on what kind of an approximation such as problem, function or fitness approximation they use. Most emphasis is given to function approximation-based algorithms. We also compare these algorithms based on different criteria such as metamodeling technique and evolutionary algorithm used, type and dimensions of the problem solved, handling constraints, training time and the type of evolution control. Furthermore, we identify and discuss some promising elements and major issues among algorithms in the literature related to using an approximation and numerical settings used. In addition, we discuss selecting an algorithm to solve a given computationally expensive multiobjective optimization problem based on the dimensions in both objective and decision spaces and the computation budget available.The research of Tinkle Chugh was funded by the COMAS Doctoral Program (at the University of Jyväskylä) and FiDiPro Project DeCoMo (funded by Tekes, the Finnish Funding Agency for Innovation), and the research of Dr. Karthik Sindhya was funded by SIMPRO project funded by Tekes as well as DeCoMo

Computational Intelligence and Its Applications in Uncertainty-Based Design Optimization

The large computational cost, the curse of dimensionality and the multidisciplinary nature are known as the main challenges in dealing with real-world engineering optimization problems. The consideration of inevitable uncertainties in such problems will exacerbate mentioned difficulties as much as possible. Therefore, the computational intelligence methods (also known as surrogate-models or metamodels, which are computationally cheaper approximations of the true expensive function) have been considered as powerful paradigms to overcome or at least to alleviate the mentioned issues over the last three decades. This chapter presents an extensive survey on surrogate-assisted optimization (SAO) methods. The main focus areas are the working styles of surrogate-models and the management of the metamodels during the optimization process. In addition, challenges and future trends of this field of study are introduced. Then, a comparison study will be carried out by employing a novel evolution control strategies (ECS) and recently developed efficient global optimization (EGO) method in the framework of uncertainty-based design optimization (UDO). To conclude, some open research questions in this area are discussed

New strategies for the aerodynamic design optimization of aeronautical configurations through soft-computing techniques

Premio Extraordinario de Doctorado de la UAH en 2013Lozano Rodríguez, Carlos, codir.This thesis deals with the improvement of the optimization process in the aerodynamic design of aeronautical configurations. Nowadays, this topic is of great importance in order to allow the European aeronautical industry to reduce their development and operational costs, decrease the time-to-market for new aircraft, improve the quality of their products and therefore maintain their competitiveness. Within this thesis, a study of the state-of-the-art of the aerodynamic optimization tools has been performed, and several contributions have been proposed at different levels: -One of the main drawbacks for an industrial application of aerodynamic optimization tools is the huge requirement of computational resources, in particular, for complex optimization problems, current methodological approaches would need more than a year to obtain an optimized aircraft. For this reason, one proposed contribution of this work is focused on reducing the computational cost by the use of different techniques as surrogate modelling, control theory, as well as other more software-related techniques as code optimization and proper domain parallelization, all with the goal of decreasing the cost of the aerodynamic design process. -Other contribution is related to the consideration of the design process as a global optimization problem, and, more specifically, the use of evolutionary algorithms (EAs) to perform a preliminary broad exploration of the design space, due to their ability to obtain global optima. Regarding this, EAs have been hybridized with metamodels (or surrogate models), in order to substitute expensive CFD simulations. In this thesis, an innovative approach for the global aerodynamic optimization of aeronautical configurations is proposed, consisting of an Evolutionary Programming algorithm hybridized with a Support Vector regression algorithm (SVMr) as a metamodel. Specific issues as precision, dataset training size, geometry parameterization sensitivity and techniques for design of experiments are discussed and the potential of the proposed approach to achieve innovative shapes that would not be achieved with traditional methods is assessed. -Then, after a broad exploration of the design space, the optimization process is continued with local gradient-based optimization techniques for a finer improvement of the geometry. Here, an automated optimization framework is presented to address aerodynamic shape design problems. Key aspects of this framework include the use of the adjoint methodology to make the computational requirements independent of the number of design variables, and Computer Aided Design (CAD)-based shape parameterization, which uses the flexibility of Non-Uniform Rational B-Splines (NURBS) to handle complex configurations. The mentioned approach is applied to the optimization of several test cases and the improvements of the proposed strategy and its ability to achieve efficient shapes will complete this study

New strategies for the aerodynamic design optimization of aeronautical configurations through soft-computing techniques

Premio Extraordinario de Doctorado de la UAH en 2013Lozano Rodríguez, Carlos, codir.This thesis deals with the improvement of the optimization process in the aerodynamic design of aeronautical configurations. Nowadays, this topic is of great importance in order to allow the European aeronautical industry to reduce their development and operational costs, decrease the time-to-market for new aircraft, improve the quality of their products and therefore maintain their competitiveness. Within this thesis, a study of the state-of-the-art of the aerodynamic optimization tools has been performed, and several contributions have been proposed at different levels: -One of the main drawbacks for an industrial application of aerodynamic optimization tools is the huge requirement of computational resources, in particular, for complex optimization problems, current methodological approaches would need more than a year to obtain an optimized aircraft. For this reason, one proposed contribution of this work is focused on reducing the computational cost by the use of different techniques as surrogate modelling, control theory, as well as other more software-related techniques as code optimization and proper domain parallelization, all with the goal of decreasing the cost of the aerodynamic design process. -Other contribution is related to the consideration of the design process as a global optimization problem, and, more specifically, the use of evolutionary algorithms (EAs) to perform a preliminary broad exploration of the design space, due to their ability to obtain global optima. Regarding this, EAs have been hybridized with metamodels (or surrogate models), in order to substitute expensive CFD simulations. In this thesis, an innovative approach for the global aerodynamic optimization of aeronautical configurations is proposed, consisting of an Evolutionary Programming algorithm hybridized with a Support Vector regression algorithm (SVMr) as a metamodel. Specific issues as precision, dataset training size, geometry parameterization sensitivity and techniques for design of experiments are discussed and the potential of the proposed approach to achieve innovative shapes that would not be achieved with traditional methods is assessed. -Then, after a broad exploration of the design space, the optimization process is continued with local gradient-based optimization techniques for a finer improvement of the geometry. Here, an automated optimization framework is presented to address aerodynamic shape design problems. Key aspects of this framework include the use of the adjoint methodology to make the computational requirements independent of the number of design variables, and Computer Aided Design (CAD)-based shape parameterization, which uses the flexibility of Non-Uniform Rational B-Splines (NURBS) to handle complex configurations. The mentioned approach is applied to the optimization of several test cases and the improvements of the proposed strategy and its ability to achieve efficient shapes will complete this study

Optimal Rotor Structure Design of Interior Permanent Magnet Synchronous Machine based on Efficient Genetic Algorithm Using Kriging Model

Abstract -In the recent past, genetic algorithm (GA) and evolutionary optimization scheme have become increasingly popular for the design of electromagnetic (EM) devices. However, the conventional GA suffers from computational drawback and parameter dependency when applied to a computationally expensive problem, such as practical EM optimization design. To overcome these issues, a hybrid optimization scheme using GA in conjunction with Kriging is proposed. The algorithm is validated by using two mathematical problems and by optimizing rotor structure of interior permanent magnet synchronous machine

Computationally Efficient Approximations Using Adaptive Weighting Coefficients for Solving Structural Optimization Problems

With rapid development of advanced manufacturing technologies and high demands for innovative lightweight constructions to mitigate the environmental and economic impacts, design optimization has attracted increasing attention in many engineering subjects, such as civil, structural, aerospace, automotive, and energy engineering. For nonconvex nonlinear constrained optimization problems with continuous variables, evaluations of the fitness and constraint functions by means of finite element simulations can be extremely expensive. To address this problem by algorithms with sufficient accuracy as well as less computational cost, an extended multipoint approximation method (EMAM) and an adaptive weighting-coefficient strategy are proposed to efficiently seek the optimum by the integration of metamodels with sequential quadratic programming (SQP). The developed EMAM stems from the principle of the polynomial approximation and assimilates the advantages of Taylor’s expansion for improving the suboptimal continuous solution. Results demonstrate the superiority of the proposed EMAM over other evolutionary algorithms (e.g., particle swarm optimization technique, firefly algorithm, genetic algorithm, metaheuristic methods, and other metamodeling techniques) in terms of the computational efficiency and accuracy by four well-established engineering problems. The developed EMAM reduces the number of simulations during the design phase and provides wealth of information for designers to effectively tailor the parameters for optimal solutions with computational efficiency in the simulation-based engineering optimization problems

Efficient use of partially converged simulations in evolutionary optimization

For many real-world optimization problems, evaluating a solution involves running a computationally expensive simulation model. This makes it challenging to use evolutionary algorithms which usually have to evaluate thousands of solutions before converging. On the other hand, in many cases, even a prematurely stopped run of the simulation may serve as a cheaper, albeit less accurate (low fidelity), estimate of the true fitness value. For evolutionary optimization, this opens up the opportunity to decide about the simulation run length for each individual. In this paper, we propose a mechanism that is capable of learning the appropriate simulation run length for each solution. To test our approach, we propose two new benchmark problems, one simple artificial benchmark function and one benchmark based on a computational fluid dynamics simulation scenario to design a toy submarine. As we demonstrate, our proposed algorithm finds good solutions much faster than always using the full computational fluid dynamics simulation and provides much better solution quality than a strategy of progressively increasing the fidelity level over the course of optimization

Robust Optimization and Sensitivity Analysis with Multi-Objective Genetic Algorithms: Single- and Multi-Disciplinary Applications

Uncertainty is inevitable in engineering design optimization and can significantly degrade the performance of an optimized design solution and/or even change feasibility by making a feasible solution infeasible. The problem with uncertainty can be exacerbated in multi-disciplinary optimization whereby the models for several disciplines are coupled and the propagation of uncertainty has to be accounted for within and across disciplines. It is important to determine which ranges of parameter uncertainty are most important or how to best allocate investments to partially or fully reduce uncertainty under a limited budget. To address these issues, this dissertation concentrates on a new robust optimization approach and a new sensitivity analysis approach for multi-objective and multi-disciplinary design optimization problems that have parameters with interval uncertainty. The dissertation presents models and approaches under four research thrusts. In the first thrust, an approach is presented to obtain robustly optimal solutions which are as best as possible, in a multi-objective sense, and at the same time their sensitivity of objective and/or constraint functions is within an acceptable range. In the second thrust, the robust optimization approach in the first thrust is extended to design optimization problems which are decomposed into multiple subproblems, each with multiple objectives and constraints. In the third thrust, a new approach for multi-objective sensitivity analysis and uncertainty reduction is presented. And in the final research thrust, a metamodel embedded Multi-Objective Genetic Algorithm (MOGA) for solution of design optimization problems is presented. Numerous numerical and engineering examples are used to explore and demonstrate the applicability and performance of the robust optimization, sensitivity analysis and MOGA techniques developed in this dissertation. It is shown that the obtained robust optimal solutions for the test examples are conservative compared to their corresponding optimal solutions in the deterministic case. For the sensitivity analysis, it is demonstrated that the proposed method identifies parameters whose uncertainty reduction or elimination produces the largest payoffs for any given investment. Finally, it is shown that the new MOGA requires a significantly fewer number of simulation calls, when used to solve multi-objective design optimization problems, compared to previously developed MOGA methods while obtaining comparable solutions