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替代辅助优化方法:最新发展和挑战

Surrogate Assisted Optimization Methods: Recent Developments and Challenges
课程网址: http://videolectures.net/mla09_ray_saom/  
主讲教师: Tapabrata Ray
开课单位: 新南威尔士大学
开课时间: 2009-07-20
课程语种: 英语
中文简介:
在设计的早期阶段,使用越来越精确且通常计算成本更高的分析工具的趋势越来越明显。使用这种计算上昂贵的分析工具进行优化需要使用替代辅助方法,其中使用替代或近似来代替昂贵的分析以将计算时间包含在可承受的限度内。已知这些方法的性能在很大程度上取决于基础优化算法,替代模型,训练和替代模型管理方案的选择。    本演讲将介绍由UNOW @ ADFA的MDO小组开发的代理辅助优化框架,该框架缓解了与当前方法相关的一些常见问题。在所提出的方法中,多种类型的代理(MLP,RBF,Kriging和RSM)始终在优化框架内共存,并且具有最小预测误差的代理(基于邻域RMSE)用于近似目标和约束函数。个别。通过实际分析评估的所有解决方案的外部档案被维护以训练代理人,同时在使用之前执行替代有效性检查以避免误导搜索(在近似差的情况下或在未探测的区域中尝试近似)。基础优化算法是基于人口的精英进化算法,其明确地保持边际不可行的解决方案以实现更快的收敛速度。除了在任何进化算法中使用的标准重组方案之外,还嵌入了模因重组算子以进一步提高收敛速度。将提供一些例子来说明拟议方案的表现。    最后,该演示文稿将列出进一步发展的领域,并提出一些受限制的许多客观优化和空间近似方案的初步结果,这些方案目前正由该小组开发。
课程简介: There is an ever increasing trend in the use of more and more accurate and often more computationally expensive analyses tools in early stages of design. Optimization using such computationally expensive analyses tools demand the use of surrogate assisted methods, where a surrogate or an approximation is used in lieu of the expensive analysis to contain the computational time within affordable limits. The performance of such methods is known to be largely dependent on the choice of the underlying optimization algorithm, the surrogate model, the training and surrogate model management schemes. This presentation will introduce a surrogate assisted optimization framework developed by the MDO Group at UNSW[url] which alleviates some of the common problems associated with the current approaches. In the proposed approach, surrogates of multiple types (MLP, RBF, Kriging and RSM) coexist within the optimization framework at all times and the surrogate with the least prediction error (based on neighborhood RMSE) is used to approximate the objective and the constraint functions individually. An external archive of all solutions evaluated via actual analysis is maintained to train the surrogates, while a surrogate validity check is performed prior to its use to avoid misguiding the search (in the event of poor approximation or attempts to approximate in unexplored regions). The underlying optimization algorithm is a population based, elitist evolutionary algorithm which explicitly maintains marginally infeasible solutions for a faster rate of convergence. Apart from standard recombination schemes used in any evolutionary algorithm, a memetic recombination operator is embedded to further improve the rate of convergence. A number of examples will be presented to illustrate the performance of the proposed schemes. Finally, the presentation will list areas of further development and present some preliminary results of constrained many objective optimization and spatial approximation schemes that are currently being developed by the group.
关 键 词: 分析工具; 基础优化算法; 基础优化算法
课程来源: 视频讲座网
最后编审: 2019-06-28:cjy
阅读次数: 64