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

机译:一种多保真替代模型辅助进化算法,用于计算量大的优化问题

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摘要

Integrating data-driven surrogate models and simulation models of different accuracies (or fidelities) in a single algorithm to address computationally expensive global optimization problems has recently attracted considerable attention. However, handling discrepancies between simulation models with multiple fidelities in global optimization is a major challenge. To address it, the two major contributions of this paper include: (1) development of a new multi-fidelity surrogate-model-based optimization framework, which substantially improves reliability and efficiency of optimization compared to many existing methods, and (2) development of a data mining method to address the discrepancy between the low- and high-fidelity simulation models. A new efficient global optimization method is then proposed, referred to as multi-fidelity Gaussian process and radial basis function-model-assisted memetic differential evolution. Its advantages are verified by mathematical benchmark problems and a real-world antenna design automation problem.
机译:在单个算法中集成数据驱动的替代模型和不同精度(或保真度)的仿真模型以解决计算量巨大的全局优化问题最近引起了广泛的关注。但是,在全局优化中处理具有多个保真度的仿真模型之间的差异是一项重大挑战。为了解决这个问题,本文的两个主要贡献包括:(1)开发新的基于多保真替代模型的优化框架,与许多现有方法相比,该框架显着提高了优化的可靠性和效率,以及(2)开发解决低保真模型和高保真仿真模型之间差异的数据挖掘方法。然后提出了一种新的高效全局优化方法,称为多保真高斯过程和径向基函数模型辅助的模因差分演化。数学基准问题和实际的天线设计自动化问题证明了其优势。

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