Robust optimization using Bayesian optimization algorithm: Early detection of non-robust solutions |
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Affiliation: | 1. College of Information Systems and Management, National University of Defense Technology, Changsha 410073, P.R. China;2. Mathematics and Big Data, Foshan University, Foshan, 528000, P.R. China |
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Abstract: | Probabilistic robustness evaluation is a promising approach to evolutionary robust optimization; however, high computational time arises. In this paper, we apply this approach to the Bayesian optimization algorithm (BOA) with a view to improving its computational time. To this end, we analyze the Bayesian networks constructed in BOA in order to extract the patterns of non-robust solutions. In each generation, the solutions that match the extracted patterns are detected and then discarded from the process of evaluation; therefore, the computational time in discovering the robust solutions decreases. The experimental results demonstrate that our proposed method reduces computational time, while increasing the robustness of solutions. |
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Keywords: | Robust optimization Bayesian optimization algorithm Bayesian networks Probabilistic robustness evaluation |
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