云模型的布谷鸟搜索算法*

针对布谷鸟搜索算法(CS)存在的不足,优化布谷鸟搜索算法求解连续函数问题的性能,结合云模型在定性与定量之间相互转换的优良特性,设计出云模型的布谷鸟搜索算法(CCS)。其核心思想是通过云模型实现布谷鸟的进化学习过程,类似差分进化进行群体间的信息交流。经过10个测试函数的实验仿真,测试结果表明该文算法能有效改善求解连续函数优化问题的性能。同时,针对连续函数优化问题,该算法与其它算法相比是有更好性能的优化算法。     

Finite element based hybrid evolutionary optimization approach to solving rigid pavement inversion problem

This paper focuses on the development of a new backcalculation method for concrete road structures based on a hybrid evolutionary global optimization algorithm, namely shuffled complex evolution (SCE). Evolutionary optimization algorithms are ideally suited for intrinsically multi-modal, non-convex, and discontinuous real-world problems such as pavement backcalculation because of their ability to explore very large and complex search spaces and locate the globally optimal solution using a parallel search mechanism as opposed to a point-by-point search mechanism employed by traditional optimization algorithms. SCE, a type of evolutionary optimization algorithms based on the tradeoff of exploration and exploitation, has proved to be an efficient method for many global optimization problems and in some cases it does not suffer the difficulties encountered by other evolutionary computation techniques. The SCE optimization approach is hybridized with a neural networks surrogate finite-element based forward pavement response model to enable rapid computation of global or near-global pavement layer moduli solutions. The proposed rigid pavement backcalculation model is evaluated using field non-destructive test data acquired from a full-scale airport pavement test facility.     

模型辅助的计算费时进化高维多目标优化

代理模型能够辅助进化算法在计算资源有限的情况下加快找到问题的最优解集,因此建立高效的代理模型辅助多目标进化搜索逐渐受到了重视.然而随着目标数量的增加,对每个目标分别建立高斯过程模型时个体整体估值的不确定度会随之增加.因此通过对模型最优解集的搜索探索原问题潜在的非支配解集,并基于个体的收敛性,种群的多样性和估值的不确定度...     

异构集成代理辅助多目标粒子群优化算法

针对代理辅助进化算法在减少昂贵适应度评估时难以通过少量样本点构造高质量代理模型的问题,提出异构集成代理辅助多目标粒子群优化算法。该方法通过使用加权平均法将Kriging模型和径向基函数网络模型组合成高精度的异构集成模型,达到增强算法处理不确定性信息能力的目的。基于集成学习的两种代理模型分别应用于全局搜索和局部搜索,在多目标粒子群优化算法框架基础上,新提出的方法为每个目标函数自适应地构造了异构集成模型,利用其模型的非支配解来指导粒子群的更新,得出目标函数的最优解集。实验结果表明,所提方法提高了代理模型的搜索能力,减少了评估次数,并且随着搜索维度的增加,其计算复杂性也具有更好的可扩展性。     

序的分类预测在进化算法中的应用

昂贵优化问题的求解往往伴随着计算成本灾难,为了减少目标函数的真实评估次数,将序预测方法用于进化算法中候选解的选取.通过分类预测直接得到候选解的相对优劣关系,避免了对目标函数建立精确代理模型的需求,并且设计了序样本集约简方法,以降低序样本集的冗余性,提高序预测模型的训练效率.接下来,将序预测与遗传算法相结合.序预测辅助遗传算法在昂贵优化测试函数上的仿真实验表明,序预测方法可有效降低求解昂贵优化问题时的计算成本.     

Multiobjective global surrogate modeling, dealing with the 5-percent problem

When dealing with computationally expensive simulation codes or process measurement data, surrogate modeling methods are firmly established as facilitators for design space exploration, sensitivity analysis, visualization, prototyping and optimization. Typically the model parameter (=hyperparameter) optimization problem as part of global surrogate modeling is formulated in a single objective way. Models are generated according to a single objective (accuracy). However, this requires an engineer to determine a single accuracy target and measure upfront, which is hard to do if the behavior of the response is unknown. Likewise, the different outputs of a multi-output system are typically modeled separately by independent models. Again, a multiobjective approach would benefit the domain expert by giving information about output correlation and enabling automatic model type selection for each output dynamically. With this paper the authors attempt to increase awareness of the subtleties involved and discuss a number of solutions and applications. In particular, we present a multiobjective framework for global surrogate model generation to help tackle both problems and that is applicable in both the static and sequential design (adaptive sampling) case.     

Crashworthiness optimization of foam-filled tapered thin-walled structure using multiple surrogate models

Despite the rapid growth of computing power and continuing advancements in numerical techniques, significant complexity exists when applying traditional sensitivity based optimization to such highly nonlinear problems as crashworthiness design. As a major alternative, surrogate modeling techniques have proven considerably effective. However the challenge remains how to determine the most suitable surrogate scheme for modeling nonlinear responses and conducting optimization. This paper presents a comparative study on the different surrogate models, such as polynomial response surface (PRS), Kriging (KRG), support vector regression (SVR) and radial basis function (RBF), which have been widely used for a variety of engineering problems, thereby gaining insights into their relative performance and features in computational modeling and design. In this study, a foam-filled tapered thin-walled structure is exemplified. Both the gradient and non-gradient algorithms, specifically sequential quadratic programming (SQP) and particle swarm optimization (PSO), are used for these abovementioned four surrogate models, respectively. The design results demonstrate that simultaneous use of different surrogate models can be essential for both gradient and non-gradient optimization algorithms because they may generate different outcomes in the crashworthiness design.     

Improving surrogate-assisted variable fidelity multi-objective optimization using a clustering algorithm

Surrogate-assisted evolutionary optimization has proved to be effective in reducing optimization time, as surrogates, or meta-models can approximate expensive fitness functions in the optimization run. While this is a successful strategy to improve optimization efficiency, challenges arise when constructing surrogate models in higher dimensional function space, where the trade space between multiple conflicting objectives is increasingly complex. This complexity makes it difficult to ensure the accuracy of the surrogates. In this article, a new surrogate management strategy is presented to address this problem. A k-means clustering algorithm is employed to partition model data into local surrogate models. The variable fidelity optimization scheme proposed in the author's previous work is revised to incorporate this clustering algorithm for surrogate model construction. The applicability of the proposed algorithm is illustrated on six standard test problems. The presented algorithm is also examined in a three-objective stiffened panel optimization design problem to show its superiority in surrogate-assisted multi-objective optimization in higher dimensional objective function space. Performance metrics show that the proposed surrogate handling strategy clearly outperforms the single surrogate strategy as the surrogate size increases.     

基于云模型的实数编码量子进化算法

针对量子进化算法易陷入局部最优和求解精度不高的缺点,利用云模型具有随机性和稳定倾向性的特点,提出了一种基于云模型的实数编码量子进化算法。该算法利用单维云变异进行全局快速搜索,利用多维云进化增强算法局部搜索能力,探索全局最优解。依据算法的进化过程动态调整搜索范围并复位染色体,可以加提高敛速度,并防止陷入局部最优。仿真结果表明,该算法搜索精度和效率得到提高,适合求解复杂函数优化问题。     

Kriging代理模型在对地观测卫星系统优化中的应用

结构优化是对地观测卫星系统(Earth observation satellite system,EOSS)性能提高的关键,但其覆盖性能难以解析计算.为实现EOSS优化,提出了仿真优化的求解思路:构建Kriging代理模型对仿真数据进行拟合,采用代理模型最优和最大化期望提高相结合的机制选择更新点,并定义单位距离的函数改进对更新点进行过滤;提出了改进广义模式搜索算法求解代理模型,搜索步采用遗传算法和序列二次规划算法实现,筛选步采用不完全动态筛选.最后,通过仿真实例和对比实验验证了本文方法的有效性.     

Evolving compact and interpretable Takagi-Sugeno fuzzy models with a new encoding scheme.

Developing Takagi-Sugeno fuzzy models by evolutionary algorithms mainly requires three factors: an encoding scheme, an evaluation method, and appropriate evolutionary operations. At the same time, these three factors should be designed so that they can consider three important aspects of fuzzy modeling: modeling accuracy, compactness, and interpretability. This paper proposes a new evolutionary algorithm that fulfills such requirements and solves fuzzy modeling problems. Two major ideas proposed in this paper lie in a new encoding scheme and a new fitness function, respectively. The proposed encoding scheme consists of three chromosomes, one of which uses unique chained possibilistic representation of rule structure. The proposed encoding scheme can achieve simultaneous optimization of parameters of antecedent membership functions and rule structures with the new fitness function developed in this paper. The proposed fitness function consists of five functions that consider three evaluation criteria in fuzzy modeling problems. The proposed fitness function guides evolutionary search direction so that the proposed algorithm can find more accurate compact fuzzy models with interpretable antecedent membership functions. Several evolutionary operators that are appropriate for the proposed encoding scheme are carefully designed. Simulation results on three modeling problems show that the proposed encoding scheme and the proposed fitness functions are effective in finding accurate, compact, and interpretable Takagi-Sugeno fuzzy models. From the simulation results, it is shown that the proposed algorithm can successfully find fuzzy models that approximate the given unknown function accurately with a compact number of fuzzy rules and membership functions. At the same time, the fuzzy models use interpretable antecedent membership functions, which are helpful in understanding the underlying behavior of the obtained fuzzy models.     

A hybrid metaheuristic for multiobjective unconstrained binary quadratic programming

The conventional unconstrained binary quadratic programming (UBQP) problem is known to be a unified modeling and solution framework for many combinatorial optimization problems. This paper extends the single-objective UBQP to the multiobjective case (mUBQP) where multiple objectives are to be optimized simultaneously. We propose a hybrid metaheuristic which combines an elitist evolutionary multiobjective optimization algorithm and a state-of-the-art single-objective tabu search procedure by using an achievement scalarizing function. Finally, we define a formal model to generate mUBQP instances and validate the performance of the proposed approach in obtaining competitive results on large-size mUBQP instances with two and three objectives.     

Max-min surrogate-assisted evolutionary algorithm for robust design

Solving design optimization problems using evolutionary algorithms has always been perceived as finding the optimal solution over the entire search space. However, the global optima may not always be the most desirable solution in many real-world engineering design problems. In practice, if the global optimal solution is very sensitive to uncertainties, for example, small changes in design variables or operating conditions, then it may not be appropriate to use this highly sensitive solution. In this paper, we focus on combining evolutionary algorithms with function approximation techniques for robust design. In particular, we investigate the application of robust genetic algorithms to problems with high dimensions. Subsequently, we present a novel evolutionary algorithm based on the combination of a max-min optimization strategy with a Baldwinian trust-region framework employing local surrogate models for reducing the computational cost associated with robust design problems. Empirical results are presented for synthetic test functions and aerodynamic shape design problems to demonstrate that the proposed algorithm converges to robust optimum designs on a limited computational budget.     

Ensemble of surrogate based global optimization methods using hierarchical design space reduction

For computationally expensive black-box problems, surrogate models are widely employed to reduce the needed computation time and efforts during the search of the global optimum. However, the construction of an effective surrogate model over a large design space remains a challenge in many cases. In this work, a new global optimization method using an ensemble of surrogates and hierarchical design space reduction is proposed to deal with the optimization problems with computation-intensive, black-box objective functions. During the search, an ensemble of three representative surrogate techniques with optimized weight factors is used for selecting promising sample points, narrowing down space exploration and identifying the global optimum. The design space is classified into: Original Global Space (OGS), Promising Joint Space (PJS), Important Local Space (ILS), using the newly proposed hierarchical design space reduction (HSR). Tested using eighteen representative benchmark and two engineering design optimization problems, the newly proposed global optimization method shows improved capability in identifying promising search area and reducing design space, and superior search efficiency and robustness in identifying the global optimum.     

Evolving Compact and Interpretable Takagi–Sugeno Fuzzy Models With a New Encoding Scheme

Developing Takagi–Sugeno fuzzy models by evolutionary algorithms mainly requires three factors: an encoding scheme, an evaluation method, and appropriate evolutionary operations. At the same time, these three factors should be designed so that they can consider three important aspects of fuzzy modeling: modeling accuracy, compactness, and interpretability. This paper proposes a new evolutionary algorithm that fulfills such requirements and solves fuzzy modeling problems. Two major ideas proposed in this paper lie in a new encoding scheme and a new fitness function, respectively. The proposed encoding scheme consists of three chromosomes, one of which uses unique chained possibilistic representation of rule structure. The proposed encoding scheme can achieve simultaneous optimization of parameters of antecedent membership functions and rule structures with the new fitness function developed in this paper. The proposed fitness function consists of five functions that consider three evaluation criteria in fuzzy modeling problems. The proposed fitness function guides evolutionary search direction so that the proposed algorithm can find more accurate compact fuzzy models with interpretable antecedent membership functions. Several evolutionary operators that are appropriate for the proposed encoding scheme are carefully designed. Simulation results on three modeling problems show that the proposed encoding scheme and the proposed fitness functions are effective in finding accurate, compact, and interpretable Takagi–Sugeno fuzzy models. From the simulation results, it is shown that the proposed algorithm can successfully find fuzzy models that approximate the given unknown function accurately with a compact number of fuzzy rules and membership functions. At the same time, the fuzzy models use interpretable antecedent membership functions, which are helpful in understanding the underlying behavior of the obtained fuzzy models.     

A hybrid differential evolution approach based on surrogate modelling for scheduling bottleneck stages

Surrogate modelling based optimization has attracted much attention due to its ability of solving expensive-to-evaluate optimization problems, and a large majority of successful applications from various fields have been reported in literature. However, little effort has been devoted to solve scheduling problems through surrogate modelling, since evaluation for a given complete schedule of these complex problems is computationally cheap in most cases. In this paper, we develop a hybrid approach for solving the bottleneck stage scheduling problem (BSP) using the surrogate modelling technique. In our approach, we firstly transform the original problem into an expensive-to-evaluate optimization problem by cutting the original schedule into two partial schedules using decomposition, then a surrogate model is introduced to, quickly but crudely, evaluate a given partial schedule. Based on the surrogate model, we propose a differential evolution (DE) algorithm for solving BSPs in which a novel mechanism is developed to efficiently utilize the advantage of the surrogate model to enhance the performance of DE. Also, an improved adaptive proximity-based method is introduced to balance the exploration and exploitation during the evolutionary process of DE. Considering that data for training the surrogate model is generated at different iteration of DE, we adopt an incremental extreme learning machine as the surrogate model to reduce the computational cost while preserving good generalization performance. Extensive computational experiments demonstrate that significant improvements have been obtained by the proposed surrogate-modelling based approach.     

多种群并行协作的粒子群算法

针对高维复杂优化问题在求解时容易产生维数灾难导致算法极易陷入局部最优的问题,提出一种能够综合考虑高维复杂优化问题的特性,动态调整进化策略的多种群并行协作的粒子群算法。该算法在分析高维复杂问题求解过程中的粒子特点的基础上,建立融合环形拓扑、全连接形拓扑和冯诺依曼拓扑结构的粒子群算法的多种群并行协作的网络模型。该模型结合3种拓扑结构的粒子群算法在解决高维复杂优化问题时的优点,设计一种基于多群落粒子广播-反馈的动态进化策略及其进化算法,实现高维复杂优化环境中拓扑的动态适应,使算法在求解高维单峰函数和多峰函数时均具有较强的搜索能力。仿真结果表明,该算法在求解高维复杂优化问题的寻优精度和收敛速度方面均有良好的性能。     

Surrogate modeling based on an adaptive network and granular computing

Reducing the number of evaluations of expensive fitness functions is one of the main concerns in evolutionary algorithms, especially when working with instances of contemporary engineering problems. As an alternative to this efficiency constraint, surrogate-based methods are grounded in the construction of approximate models that estimate the solutions’ fitness by modeling the relationships between solution variables and their performance. This paper proposes a methodology based on granular computing for the construction of surrogate models for evolutionary algorithms. Under the proposed method, granules are associated with representative solutions of the problem under analysis. New solutions are evaluated with the expensive (original) fitness function only if they are not already covered by an existing granule. The parameters defining granules are periodically adapted as the search goes on using a neuro-fuzzy network that does not only reduce the number of fitness function evaluations, but also provides better convergence capabilities. The proposed method is evaluated on classical benchmark functions and on a recent benchmark created to test large-scale optimization models. Our results show that the proposed method considerably reduces the actual number of fitness function evaluations without significantly degrading the quality of solutions.     

基于估值不确定度排序顺序均值采样的昂贵高维多目标进化算法

模型管理,特别是训练样本的选择和填充采样准则,是影响昂贵多目标优化算法求解性能的重要因素.为此,选择样本库中具有较好目标函数值的若干个体作为样本训练目标函数的代理模型,使用基于参考向量的进化算法搜索模型的最优解集,并提出一种基于个体目标函数估值不确定度排序顺序均值的采样策略,从该最优解集中选择两个个体进行真实的目标函数评价.为了验证算法的有效性,将所提出算法在DTLZ和WFG多目标优化测试问题和两个实际工程优化问题上进行测试,并与其他5种优秀的同类型算法进行结果对比.实验结果表明,所提出算法在求解昂贵高维多目标优化问题上是有效的.     

基于多点加点准则的代理模型辅助社会学习微粒群算法

代理模型辅助的进化算法目前已广泛用于解决计算代价高的复杂优化问题.然而,大多数现有的代理辅助进化算法只适用于低维问题且仍然需要数千次昂贵的真实适应值评价来获得较优解.为此,提出一种基于多点加点准则的代理模型辅助的社会学习微粒群算法,用于解决高维问题并使用更少的评价次数.该算法选用高斯过程构造代理模型,以社会学习微粒群算法(SLPSO)作为优化器,提出一种基于相似度的多点加点规则(SMIC),用于选取需要使用原函数进行实际计算的候选解.在仿真实验中将该方法与现有研究成果进行比较,通过对50维sim100维的基准函数的测试,验证了所提出算法在有限的适应值计算次数下拥有更好的寻优性能,尤其是在高维优化问题上拥有更显著的优势.