An approximate high-dimensional optimization method using hierarchical design space reduction strategy

Abstract

To overcome the complicated engineering model and huge computational cost, a hierarchical design space reduction strategy based approximate high-dimensional optimization(HSRAHO) method is proposed to deal with the high-dimensional expensive black-box problems. Three classical surrogate models including polynomial response surfaces, radial basis functions and Kriging are selected as the component surrogate models. The ensemble of surrogates is constructed using the optimized weight factors selection method based on the prediction sum of squares and employed to replace the real high-dimensional black-box models. The hierarchical design space reduction strategy is used to identify the design subspaces according to the known information. And, the new promising sample points are generated in the design subspaces. Thus, the prediction accuracy of ensemble of surrogates in these interesting sub-regions can be gradually improved until the optimization convergence. Testing using several benchmark optimization functions and an airfoil design optimization problem, the newly proposed approximate high-dimensional optimization method HSRAHO shows improved capability in high-dimensional optimization efficiency and identifying the global optimum.

Keywords

• high-dimensional expensive black-box problems
• high-dimensional optimization
• hierarchical design space reduction strategy
• ensemble of surrogates