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Structural and Multidisciplinary Optimization

, Volume 57, Issue 3, pp 1329–1343 | Cite as

Employing partial metamodels for optimization with scarce samples

  • Di Wu
  • Kambiz H. Hajikolaei
  • G. Gary Wang
RESEARCH PAPER

Abstract

To deal with high-dimensional, computationally expensive and black-box optimization (HEB) problems, a Partial Metamodel-based Optimization (PMO) method using Radial Basis Function-High Dimensional Model Representation (RBF-HDMR) along with a moving cut-center strategy is developed. To reduce the exponentially increasing cost of building an accurate metamodel for high dimensional problems, partial RBF-HDMR models of selected design variables are constructed at every iteration in the proposed strategy based on sensitivity analysis. After every iteration, the cut center of RBF-HDMR is moved to the most recent optimum point in order to pursue the optimum. Numerical tests show that the PMO method in general performs better than optimization with a complete RBF-HDMR for high-dimensional problems in terms of both effectiveness and efficiency. To improve the performance of the PMO method, a trust region based PMO (TR-PMO) is developed. When the allowed number of function calls is scarce, TR-PMO has advantages over compared metamodel-based optimization methods. The proposed method was then successfully applied to an airfoil design problem. The use of a partial metamodel for the purpose of optimization shows promises and may lead to development of other novel algorithms.

Keywords

High dimension HDMR Metamodeling Sensitivity analysis Optimization 

Notes

Acknowledgments

Funding from Natural Science and Engineering Research Council (NSERC) of Canada (Grant No: RGPIN 04291-2014) is gratefully appreciated.

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Copyright information

© Springer-Verlag GmbH Germany 2017

Authors and Affiliations

  1. 1.Product Design and Optimization Laboratory (PDOL)Simon Fraser UniversitySurreyCanada

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