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

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

Global and local surrogate-assisted differential evolution for expensive constrained optimization

The file attached to this record is the author's final peer reviewed version.For expensive constrained optimization problems, the computation of objective function and constraints is very time-consuming. This paper proposes a novel global and local surrogate-assisted differential evolution for solving expensive constrained optimization problems with inequality constraints. The proposed method consists of two main phases: global surrogate-assisted phase and local surrogate-assisted phase. In the global surrogate-assisted phase, differential evolution serves as the search engine to produce multiple trial vectors. Afterward, the generalized regression neural network is used to evaluate these trial vectors. In order to select the best candidate from these trial vectors, two rules are combined. The first is the feasibility rule, which at first guides the population toward the feasible region, and then toward the optimal solution. In addition, the second rule puts more emphasis on the solution with the highest predicted uncertainty, and thus alleviates the inaccuracy of the surrogates. In the local surrogate-assisted phase, the interior point method coupled with radial basis function is utilized to refine each individual in the population. During the evolution, the global surrogate-assisted phase has the capability to promptly locate the promising region and the local surrogate-assisted phase is able to speed up the convergence. Therefore, by combining these two important elements, the number of fitness evaluations can be reduced remarkably. The proposed method has been tested on numerous benchmark test functions from three test suites and two real-world cases. The experimental results demonstrate that the performance of the proposed method is better than that of other state-of-the-art methods

Solving the G-problems in less than 500 iterations: Improved efficient constrained optimization by surrogate modeling and adaptive parameter control

Algorithms and the Foundations of Software technolog

Assisted history matching using pattern recognition technology

Reservoir simulation and modeling is utilized throughout field development in different capacities. Sensitivity analysis, history matching, operations optimization and uncertainty assessment are the conventional analyses in full field model studies. Realistic modeling of the complexities of a reservoir requires a large number of grid blocks. As the complexity of a reservoir increases and consequently the number of grid blocks, so does the time required to accomplish the abovementioned tasks.;This study aims to examine the application of pattern recognition technologies to improve the time and efforts required for completing successful history matching projects. The pattern recognition capabilities of Artificial Intelligence and Data Mining (AI&DM;) techniques are used to develop a Surrogate Reservoir Model (SRM) and use it as the engine to drive the history matching process. SRM is a prototype of the full field reservoir simulation model that runs in fractions of a second. SRM is built using a small number of geological realizations.;To accomplish the objectives of this work, a three step process was envisioned:;• Part one, a proof of concept study: The goal of first step was to prove that SRM is able to substitute the reservoir simulation model in a history matching project. In this part, the history match was accomplished by tuning only one property (permeability) throughout the reservoir.;• Part two, a feasibility study: This step aimed to study the feasibility of SRM as an effective tool to solve a more complicated history matching problem, particularly when the degrees of uncertainty in the reservoir increase. Therefore, the number of uncertain reservoir properties increased to three properties (permeability, porosity, and thickness). The SRM was trained, calibrated, and validated using a few geological realizations of the base reservoir model. In order to complete an automated history matching workflow, the SRM was coupled with a global optimization algorithm called Differential Evolution (DE). DE optimization method is considered as a novel and robust optimization algorithm from the class of evolutionary algorithm methods.;• Part three, a real-life challenge: The final step was to apply the lessons learned in order to achieve the history match of a real-life problem. The goal of this part was to challenge the strength of SRM in a more complicated case study. Thus, a standard test reservoir model, known as PUNQ-S3 reservoir model in the petroleum engineering literature, was selected. The PUNQ-S3 reservoir model represents a small size industrial reservoir engineering model. This model has been formulated to test the ability of various methods in the history matching and uncertainty quantification. The surrogate reservoir model was developed using ten geological realizations of the model. The uncertain properties in this model are distributions of porosity, horizontal, and vertical permeability. Similar to the second part of this study, the DE optimization method was connected to the SRM to form an automated workflow in order to perform the history matching. This automated workflow is able to produce multiple realizations of the reservoir which match the past performance. The successful matches were utilized to quantify the uncertainty in the prediction of cumulative oil production.;The results of this study prove the ability of the surrogate reservoir models, as a fast and accurate tool, to address the practical issues of reservoir simulation models in the history matching workflow. Nevertheless, the achievements of this dissertation are not only aimed at the history matching procedure, but also benefit the other time-consuming operations in the reservoir management workflow (such as sensitivity analysis, production optimization, and uncertainty assessment)

Bio-inspired computation: where we stand and what's next

In recent years, the research community has witnessed an explosion of literature dealing with the adaptation of behavioral patterns and social phenomena observed in nature towards efficiently solving complex computational tasks. This trend has been especially dramatic in what relates to optimization problems, mainly due to the unprecedented complexity of problem instances, arising from a diverse spectrum of domains such as transportation, logistics, energy, climate, social networks, health and industry 4.0, among many others. Notwithstanding this upsurge of activity, research in this vibrant topic should be steered towards certain areas that, despite their eventual value and impact on the field of bio-inspired computation, still remain insufficiently explored to date. The main purpose of this paper is to outline the state of the art and to identify open challenges concerning the most relevant areas within bio-inspired optimization. An analysis and discussion are also carried out over the general trajectory followed in recent years by the community working in this field, thereby highlighting the need for reaching a consensus and joining forces towards achieving valuable insights into the understanding of this family of optimization techniques