Multiple Surrogate-Model-Based Optimization Method Using the Multimodal Expected Improvement Criterion for Expensive Problems

Mingyang Li, Jinjun Tang () and Xianwei Meng
Additional contact information
Mingyang Li: Smart Transportation Key Laboratory of Hunan Province, School of Traffic and Transportation Engineering, Central South University, Changsha 410075, China
Jinjun Tang: Smart Transportation Key Laboratory of Hunan Province, School of Traffic and Transportation Engineering, Central South University, Changsha 410075, China
Xianwei Meng: Smart Transportation Key Laboratory of Hunan Province, School of Traffic and Transportation Engineering, Central South University, Changsha 410075, China

Mathematics, 2022, vol. 10, issue 23, 1-21

Abstract: In this article, a multiple surrogate-model-based optimization method using the multimodal expected improvement criterion (MSMEIC) is proposed. In MSMEIC, an important region is first identified and used alternately with the whole space. Then, in each iteration, three common surrogate models, kriging, radial basis function (RBF), and quadratic response surface (QRS), are constructed, and a multipoint expected improvement (EI) criterion that selects the highest peak and other peaks of EI is proposed to obtain several potential candidates. Furthermore, the optimal predictions of the three surrogate models are regarded as potential candidates. After deleting redundant candidates, the remaining points are saved as the new sampling points. Finally, several well-known benchmark functions and an engineering application are employed to assess the performance of MSMEIC. The testing results demonstrate that, compared with four recent counterparts, the proposed method can obtain more precise solutions more efficiently and with strong robustness.

Keywords: multiple surrogate models; expensive problems; expected improvement; reduced subspace; global optimization (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2022
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://www.mdpi.com/2227-7390/10/23/4467/pdf (application/pdf)
https://www.mdpi.com/2227-7390/10/23/4467/ (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:gam:jmathe:v:10:y:2022:i:23:p:4467-:d:984981

Access Statistics for this article

Mathematics is currently edited by Ms. Emma He

More articles in Mathematics from MDPI
Bibliographic data for series maintained by MDPI Indexing Manager ().