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ThinkMind // ADVCOMP 2016, The Tenth International Conference on Advanced Engineering Computing and Applications in Sciences // View article advcomp_2016_1_50_20083


An Algorithm for Expensive Optimization Problems

Authors:
Yoel Tennne

Keywords: expensive optimization problems; metamodels; ensembles; computational intelligence

Abstract:
Computer simulations are used extensively in engineering and science to evaluate candidate designs, as a partial substitute for real-world experiments. Metamodels, which are computationally cheaper approximations of the simulation, are often used in these settings to alleviate various issues arising in such simulation-driven design processes. However, due to the high computational cost of running the simulation only a small number of designs can be evaluated, and hence the resultant metamodel will be inaccurate. To achieve a more accurate approximation, ensembles employ multiple metamodel variants concurrently, and aggregate their individual predictions into a single one. Nevertheless, the optimal ensemble topology, namely, which types of metamodels should be incorporated, is typically not known a-priori, while using a fixed topology may degrade the search effectiveness. To address this issue, this study proposes a new metamodel-assisted algorithm with dynamic topology adaptation, namely, which autonomously adapts the ensemble topology during the search, and dynamically selects the most suitable topology as the search progresses. An extensive performance analysis shows the effectiveness of the proposed algorithm, and highlights the merit of the proposed topology adaptation.

Pages: 23 to 28

Copyright: Copyright (c) IARIA, 2016

Publication date: October 9, 2016

Published in: conference

ISSN: 2308-4499

ISBN: 978-1-61208-506-7

Location: Venice, Italy

Dates: from October 9, 2016 to October 13, 2016

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