An optimization algorithm employing multiple metamodels and optimizers

  • Authors:
  • Yoel Tenne

  • Affiliations:
  • Department of Mechanical and Mechatronic Engineering, Ariel University Centre, Ariel, Israel 40700

  • Venue:
  • International Journal of Automation and Computing
  • Year:
  • 2013

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Abstract

Modern engineering design optimization often relies on computer simulations to evaluate candidate designs, a setup which results in expensive black-box optimization problems. Such problems introduce unique challenges, which has motivated the application of metamodel-assisted computational intelligence algorithms to solve them. Such algorithms combine a computational intelligence optimizer which employs a population of candidate solutions, with a metamodel which is a computationally cheaper approximation of the expensive computer simulation. However, although a variety of metamodels and optimizers have been proposed, the optimal types to employ are problem dependant. Therefore, a priori prescribing the type of metamodel and optimizer to be used may degrade its effectiveness. Leveraging on this issue, this study proposes a new computational intelligence algorithm which autonomously adapts the type of the metamodel and optimizer during the search by selecting the most suitable types out of a family of candidates at each stage. Performance analysis using a set of test functions demonstrates the effectiveness of the proposed algorithm, and highlights the merit of the proposed adaptation approach.