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An Introduction to the Space Mapping Technique
Authors:Bakr  Mohamed H.  Bandler  John W.  Madsen  Kaj  Søndergaard  Jacob
Affiliation:(1) Simulation Optimization Systems Research Laboratory and the Department of Electrical and Computer Engineering, McMaster University, Hamilton, Ontario, Canada, L8S 4K1;(2) Informatics and Mathematical Modelling, Technical University of Denmark, DK 2800 Lyngby, Denmark
Abstract:The space mapping technique is intended for optimization of engineering models which involve very expensive function evaluations. It is assumed that two different models of the same physical system are available: Besides the expensive model of primary interest (denoted the fine model), access to a cheaper (coarse) model is assumed which may be less accurate.The main idea of the space mapping technique is to use the coarse model to gain information about the fine model, and to apply this in the search for an optimal solution of the latter. Thus the technique iteratively establishes a mapping between the parameters of the two models which relate similar model responses. Having this mapping, most of the model evaluations can be directed to the fast coarse model.In many cases this technique quickly provides an approximate optimal solution to the fine model that is sufficiently accurate for engineering purposes. Thus the space mapping technique may be considered a preprocessing technique that perhaps must be succeeded by use of classical optimization techniques. We present an automatic scheme which integrates the space mapping and classical techniques.
Keywords:non-linear optimization  space mapping  surrogate modelling
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