1. Constraint handling in efficient global optimization
- Author
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Samineh Bagheri, Domenico Quagliarella, Jonathan E. Fieldsend, Wolfgang Konen, Jürgen Branke, Kalyanmoy Deb, Karthik Sindhya, and Richard Allmendinger
- Subjects
Mathematical optimization ,Constraint optimization ,Optimization problem ,L-reduction ,0211 other engineering and technologies ,Gaussian processes ,02 engineering and technology ,expensive optimization ,Multi-objective optimization ,Engineering optimization ,Surrogate models ,Kriging ,0202 electrical engineering, electronic engineering, information engineering ,Multi-swarm optimization ,Global optimization ,constraint optimization ,Mathematics ,ta113 ,EGO ,Expensive optimization ,021103 operations research ,Constrained optimization ,Computer Science Applications ,surrogate models ,Computational Theory and Mathematics ,020201 artificial intelligence & image processing ,Software - Abstract
Real-world optimization problems are often subject to several constraints which are expensive to evaluate in terms of cost or time. Although a lot of effort is devoted to make use of surrogate models for expensive optimization tasks, not many strong surrogate-assisted algorithms can address the challenging constrained problems. Efficient Global Optimization (EGO) is a Kriging-based surrogate-assisted algorithm. It was originally proposed to address unconstrained problems and later was modified to solve constrained problems. However, these type of algorithms still suffer from several issues, mainly: (1) early stagnation, (2) problems with multiple active constraints and (3) frequent crashes. In this work, we introduce a new EGO-based algorithm which tries to overcome these common issues with Kriging optimization algorithms. We apply the proposed algorithm on problems with dimension d < 4from the G-function suite [16] and on an airfoil shape example.
- Published
- 2017