Combining Global and Local Surrogate Models to Accelerate Evolutionary Optimization  

Oleh:

Zongzhao, Zhou ; Yew Soon Ong ; Nair, Prasanth B. ; Keane, Andy J. ; Kai Yew Lum

Jenis: Article from Journal - ilmiah internasional
Dalam koleksi: IEEE Transactions on Systems, Man, and Cybernetics: Part C Applications and Reviews vol. 37 no. 1 (Jan. 2007), page 66-76.
Topik: Aerodynamic Shape Design; Evolutionary Optimization; Global and Local Surrogate Model; Genetic Algorithm; Gaussian Process; Radial Basis Function

Ketersediaan

Perpustakaan Pusat (Semanggi) Nomor Panggil: II69.1 Non-tandon: 1 (dapat dipinjam: 0) Tandon: tidak ada

Lihat Detail Induk

Isi artikel

In this paper, we present a novel surrogate-assisted evolutionary optimization framework for solving computationally expensive problems. The proposed framework uses computationally cheap hierarchical surrogate models constructed through online learning to replace the exact computationally expensive objective functions during evolutionary search. At the first level, the framework employs a data-parallel Gaussian process based global surrogate model to filter the evolutionary algorithm (EA) population of promising individuals. Subsequently, these potential individuals undergo a memetic search in the form of Lamarckian learning at the second level. The Lamarckian evolution involves a trust-region enabled gradient-based search strategy that employs radial basis function local surrogate models to accelerate convergence. Numerical results are presented on a series of benchmark test functions and on an aerodynamic shape design problem. The results obtained suggest that the proposed optimization framework converges to good designs on a limited computational budget. Furthermore, it is shown that the new algorithm gives significant savings in computational cost when compared to the traditional evolutionary algorithm and other surrogate assisted optimization frameworks.

Opini Anda

Klik untuk menuliskan opini Anda tentang koleksi ini!

Kembali