Efficient strategies for constrained black-box optimization by intrinsically linear approximation (CBOILA)
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ORIGINAL ARTICLE
Efficient strategies for constrained black‑box optimization by intrinsically linear approximation (CBOILA) Chengyang Liu1 · Zhiqiang Wan2 · Xuewu Li3 · Dianzi Liu3,1 Received: 9 July 2020 / Accepted: 26 August 2020 © Springer-Verlag London Ltd., part of Springer Nature 2020
Abstract In this paper, a novel trust-region-based surrogate-assisted optimization method, called CBOILA (Constrained Black-box Optimization by Intrinsically Linear Approximation), has been proposed to reduce the number of black-box function evaluations and enhance the efficient performance for solving complex optimization problems. This developed optimization approach utilizes an assembly of intrinsically linear approximations to seek the optimum with incorporation of three strategies: (1) extended-box selection strategy (EBS), (2) global intelligence selection strategy (GIS) and (3) balanced trust-region strategy. EBS aims at reducing the number of function evaluations in current iteration by selecting points close to the given trust region boundary. Whilst, GIS is designed to improve the exploration performance by adaptively choosing points outside the trust region. The balanced trust-region strategy works with four indicators, which will be triggered by the quality of the approximation, the movement direction of the search, the location of the sub-optimum, and the condition of the termination, respectively. By modifying the move limit of each dimension accordingly, CBOILA is capable of attaining a balanced search between exploitation and exploration for the optimal solutions. To demonstrate the potentials of the proposed optimization method, four widely used benchmark problems have been examined and the results have also been compared with solutions by other metamodel-based algorithms in published works. Results show that the proposed method can efficiently and robustly solve constrained black-box optimization problems within an acceptable computational time. Keywords Metamodel · Trust region strategy · Intrinsically linear approximation · Constrained black-box optimization
1 Introduction Due to the tremendous advances in computing power by supercomputers, numerical simulations performed by finite element (FE) analysis or coupled multidisciplinary analysis Electronic supplementary material The online version of this article (https://doi.org/10.1007/s00366-020-01160-2) contains supplementary material, which is available to authorized users. * Zhiqiang Wan [email protected] * Dianzi Liu [email protected] 1
School of Engineering, Faculty of Science, University of East Anglia, Norwich, UK
2
School of Aeronautic Science and Engineering, Beihang University, Beijing, China
3
School of Mechanical Engineering, Xi’an University of Science and Technology, Xi’an, China
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