Surrogate-Assisted Evolutionary Multitasking for Expensive Minimax Optimization in Multiple Scenarios

نویسندگان

چکیده

Minimax optimization is a widely-used formulation for robust design in multiple operating or environmental scenarios, where the worst-case performance among scenarios objective requiring large number of quality assessments. Consequently, minimax using evolutionary algorithms becomes prohibitive when each assessment involves computationally expensive numerical simulations costly physical experiments. This work employs multitasking and surrogate techniques to address challenges high-dimensional search space high computation cost optimization. To this end, finding scenario different candidate solutions considered as problems that can be solved simultaneously approach. In order further speed up proposed algorithm, model joint decision spaces built replace part function evaluations. A generation-based management strategy statistical hypothesis test designed manage model. Experimental results on both benchmark an airfoil application indicate algorithm find satisfactory with very limited computational budget.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

A multi-fidelity surrogate-model-assisted evolutionary algorithm for computationally expensive optimization problems

Integrating data-driven surrogate models and simulation models of di erent accuracies (or delities) in a single algorithm to address computationally expensive global optimization problems has recently attracted considerable attention. However, handling discrepancies between simulation models with multiple delities in global optimization is a major challenge. To address it, the two major contrib...

متن کامل

Evolutionary Optimization of Computationally Expensive Problems via Surrogate Modeling

We present a parallel evolutionary optimization algorithm that leverages surrogate models for solving computationally expensive design problems with general constraints, on a limited computational budget. The essential backbone of our framework is an evolutionary algorithm coupled with a feasible sequential quadratic programming solver in the spirit of Lamarckian learning.We employ a trust-regi...

متن کامل

On Constraint Handling in Surrogate-Assisted Evolutionary Many-Objective Optimization

Surrogate-assisted evolutionary multiobjective optimization algorithms are often used to solve computationally expensive problems. But their efficacy on handling constrained optimization problems having more than three objectives has not been widely studied. Particularly the issue of how feasible and infeasible solutions are handled in generating a data set for training a surrogate has not rece...

متن کامل

Efficient global optimization algorithm assisted by multiple surrogate techniques

Surrogate-based optimization proceeds in cycles. Each cycle consists of analyzing a number of designs, fitting a surrogate, performing optimization based on the surrogate, and finally analyzing a candidate solution. Algorithms that use the surrogate uncertainty estimator to guide the selection of the next sampling candidate are readily available, e.g., the efficient global optimization (EGO) al...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: IEEE Computational Intelligence Magazine

سال: 2021

ISSN: ['1556-6048', '1556-603X']

DOI: https://doi.org/10.1109/mci.2020.3039067