Towards efficient multiobjective optimization: multiobjective statistical criterions

The use of Surrogate Based Optimization (SBO) is widely spread in engineering design to reduce the number of computational expensive simulations. However, "real-world" problems often consist of multiple, conflicting objectives leading to a set of equivalent solutions (the Pareto front). The objectives are often aggregated into a single cost function to reduce the computational cost, though a better approach is to use multiobjective optimization methods to directly identify a set of Pareto-optimal solutions, which can be used by the designer to make more efficient design decisions (instead of making those decisions upfront). Most of the work in multiobjective optimization is focused on MultiObjective Evolutionary Algorithms (MOEAs). While MOEAs are well-suited to handle large, intractable design spaces, they typically require thousands of expensive simulations, which is prohibitively expensive for the problems under study. Therefore, the use of surrogate models in multiobjective optimization, denoted as MultiObjective Surrogate-Based Optimization (MOSBO), may prove to be even more worthwhile than SBO methods to expedite the optimization process. In this paper, the authors propose the Efficient Multiobjective Optimization (EMO) algorithm which uses Kriging models and multiobjective versions of the expected improvement and probability of improvement criterions to identify the Pareto front with a minimal number of expensive simulations. The EMO algorithm is applied on multiple standard benchmark problems and compared against the well-known NSGA-II and SPEA2 multiobjective optimization methods with promising results

Robust variable-fidelity optimization of microwave filters using co-Kriging and trust regions

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Multi-objective design of antenna structures using variable-fidelity EM simulations and co-kriging

A methodology for low-cost multi-objective design of antenna structures is proposed. To reduce the computational effort of the design process the initial Pareto front is obtained by optimizing the response surface approximation (RSA) model obtained from low-fidelity EM simulations of the antenna structure of interest. The front is further refined by iterative incorporation of a limited number of high-fidelity training points into the RSA surrogate using co-kriging. Our considerations are illustrated using two examples of antenna structure

Efficient simulation-driven design optimization of antennas using co-kriging

We present an efficient technique for design optimization of antenna structures. Our approach exploits coarse-discretization electromagnetic (EM) simulations of the antenna of interest that are used to create its fast initial model (a surrogate) through kriging. During the design process, the predictions obtained by optimizing the surrogate are verified using high-fidelity EM simulations, and this high-fidelity data is used to enhance the surrogate through co-kriging technique that accommodates all EM simulation data into one surrogate model. The co-kriging-based optimization algorithm is simple, elegant and is capable of yielding a satisfactory design at a low cost equivalent to a few high-fidelity EM simulations of the antenna structure. To our knowledge, this is a first application of co-kriging to antenna design. An application example is provided

Variable-fidelity optimization of microwave filters using co-kriging and trust regions

In this paper, a variable-fidelity optimization methodology for simulation-driven design optimization of filters is presented. We exploit electromagnetic (EM) simulations of different accuracy. Densely sampled but cheap low-fidelity EM data is utilized to create a fast kriging interpolation model (the surrogate), subsequently used to find an optimum design of the high-fidelity EM model of the filter under consideration. The high-fidelity data accumulated during the optimization process is combined with the existing surrogate using the co-kriging technique. This allows us to improve the surrogate model accuracy while approaching the optimum. The convergence of the algorithm is ensured by embedding it into the trust region framework that adaptively adjusts the search radius based on the quality of the predictions made by the co-kriging model. Three filter design cases are given for demonstration and verification purposes

A constrained multi-objective surrogate-based optimization algorithm

Surrogate models or metamodels are widely used in the realm of engineering for design optimization to minimize the number of computationally expensive simulations. Most practical problems often have conflicting objectives, which lead to a number of competing solutions which form a Pareto front. Multi-objective surrogate-based constrained optimization algorithms have been proposed in literature, but handling constraints directly is a relatively new research area. Most algorithms proposed to directly deal with multi-objective optimization have been evolutionary algorithms (Multi-Objective Evolutionary Algorithms -MOEAs). MOEAs can handle large design spaces but require a large number of simulations, which might be infeasible in practice, especially if the constraints are expensive. A multi-objective constrained optimization algorithm is presented in this paper which makes use of Kriging models, in conjunction with multi-objective probability of improvement (PoI) and probability of feasibility (PoF) criteria to drive the sample selection process economically. The efficacy of the proposed algorithm is demonstrated on an analytical benchmark function, and the algorithm is then used to solve a microwave filter design optimization problem

Fast calculation of multiobjective probability of improvement and expected improvement criteria for Pareto optimization

The use of surrogate based optimization (SBO) is widely spread in engineering design to reduce the number of computational expensive simulations. However, "real-world" problems often consist of multiple, conflicting objectives leading to a set of competitive solutions (the Pareto front). The objectives are often aggregated into a single cost function to reduce the computational cost, though a better approach is to use multiobjective optimization methods to directly identify a set of Pareto-optimal solutions, which can be used by the designer to make more efficient design decisions (instead of weighting and aggregating the costs upfront). Most of the work in multiobjective optimization is focused on multiobjective evolutionary algorithms (MOEAs). While MOEAs are well-suited to handle large, intractable design spaces, they typically require thousands of expensive simulations, which is prohibitively expensive for the problems under study. Therefore, the use of surrogate models in multiobjective optimization, denoted as multiobjective surrogate-based optimization, may prove to be even more worthwhile than SBO methods to expedite the optimization of computational expensive systems. In this paper, the authors propose the efficient multiobjective optimization (EMO) algorithm which uses Kriging models and multiobjective versions of the probability of improvement and expected improvement criteria to identify the Pareto front with a minimal number of expensive simulations. The EMO algorithm is applied on multiple standard benchmark problems and compared against the well-known NSGA-II, SPEA2 and SMS-EMOA multiobjective optimization methods

Active learning for feasible region discovery

Often in the design process of an engineer, the design specifications of the system are not completely known initially. However, usually there are some physical constraints which are already known, corresponding to a region of interest in the design space that is called feasible. These constraints often have no analytical form but need to be characterised based on expensive simulations or measurements. Therefore, it is important that the feasible region can be modeled sufficiently accurate using only a limited amount of samples. This can be solved by using active learning techniques that minimize the amount of samples w.r.t. what we try to model. Most active learning strategies focus on classification models or regression models with classification accuracy and regression accuracy in mind respectively. In this work, regression models of the constraints are used, but only the (in) feasibility is of interest. To tackle this problem, an information-theoretic sampling strategy is constructed to discover these regions. The proposed method is then tested on two synthetic examples and one engineering example and proves to outperform the current state-of-the-art