Abstract: We evaluate the performance of a numerical method
for global optimization of expensive functions. The method is using a
response surface to guide the search for the global optimum. This
metamodel could be based on radial basis functions, kriging, or a
combination of different models. We discuss how to set the cyclic
parameters of the optimization method to get a balance between local
and global search. We also discuss the eventual problem with Runge
oscillations in the response surface.
Abstract: Optimization is often a critical issue for most system
design problems. Evolutionary Algorithms are population-based,
stochastic search techniques, widely used as efficient global
optimizers. However, finding optimal solution to complex high
dimensional, multimodal problems often require highly
computationally expensive function evaluations and hence are
practically prohibitive. The Dynamic Approximate Fitness based
Hybrid EA (DAFHEA) model presented in our earlier work [14]
reduced computation time by controlled use of meta-models to
partially replace the actual function evaluation by approximate
function evaluation. However, the underlying assumption in
DAFHEA is that the training samples for the meta-model are
generated from a single uniform model. Situations like model
formation involving variable input dimensions and noisy data
certainly can not be covered by this assumption. In this paper we
present an enhanced version of DAFHEA that incorporates a
multiple-model based learning approach for the SVM approximator.
DAFHEA-II (the enhanced version of the DAFHEA framework) also
overcomes the high computational expense involved with additional
clustering requirements of the original DAFHEA framework. The
proposed framework has been tested on several benchmark functions
and the empirical results illustrate the advantages of the proposed
technique.