A Kriging-Assisted Multi-Objective Constrained Global Optimization Method for Expensive Black-Box Functions

Yaohui Li, Jingfang Shen, Ziliang Cai, Yizhong Wu and Shuting Wang
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Yaohui Li: School of Mechanical and Electrical Engineering, Xuchang University, Xuchang 461000, China
Jingfang Shen: College of Science, Huazhong Agricultural University, Wuhan 430070, China
Ziliang Cai: School of Mechanical and Electrical Engineering, Xuchang University, Xuchang 461000, China
Yizhong Wu: National CAD Centre, Huazhong University of Science and Technology, Wuhan 430070, China
Shuting Wang: National CAD Centre, Huazhong University of Science and Technology, Wuhan 430070, China

Mathematics, 2021, vol. 9, issue 2, 1-20

Abstract: The kriging optimization method that can only obtain one sampling point per cycle has encountered a bottleneck in practical engineering applications. How to find a suitable optimization method to generate multiple sampling points at a time while improving the accuracy of convergence and reducing the number of expensive evaluations has been a wide concern. For this reason, a kriging-assisted multi-objective constrained global optimization (KMCGO) method has been proposed. The sample data obtained from the expensive function evaluation is first used to construct or update the kriging model in each cycle. Then, kriging-based estimated target, RMSE (root mean square error), and feasibility probability are used to form three objectives, which are optimized to generate the Pareto frontier set through multi-objective optimization. Finally, the sample data from the Pareto frontier set is further screened to obtain more promising and valuable sampling points. The test results of five benchmark functions, four design problems, and a fuel economy simulation optimization prove the effectiveness of the proposed algorithm.

Keywords: multi-objective constrained optimization; surrogate model; kriging; black-box function (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2021
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