Search results for "Expensive optimization"
showing 4 items of 4 documents
Multiobjective optimization and decision making in engineering sciences
2021
AbstractReal-world decision making problems in various fields including engineering sciences are becoming ever more challenging to address. The consideration of various competing criteria related to, for example, business, technical, workforce, safety and environmental aspects increases the complexity of decision making and leads to problems that feature multiple competing criteria. A key challenge in such problems is the identification of the most preferred trade-off solution(s) with respect to the competing criteria. Therefore, the effective combination of data, skills, and advanced engineering and management technologies is becoming a key asset to a company urging the need to rethink how…
Constraint handling in efficient global optimization
2017
Real-world optimization problems are often subject to several constraints which are expensive to evaluate in terms of cost or time. Although a lot of effort is devoted to make use of surrogate models for expensive optimization tasks, not many strong surrogate-assisted algorithms can address the challenging constrained problems. Efficient Global Optimization (EGO) is a Kriging-based surrogate-assisted algorithm. It was originally proposed to address unconstrained problems and later was modified to solve constrained problems. However, these type of algorithms still suffer from several issues, mainly: (1) early stagnation, (2) problems with multiple active constraints and (3) frequent crashes.…
Surrogate-assisted evolutionary biobjective optimization for objectives with non-uniform latencies
2018
We consider multiobjective optimization problems where objective functions have different (or heterogeneous) evaluation times or latencies. This is of great relevance for (computationally) expensive multiobjective optimization as there is no reason to assume that all objective functions should take an equal amount of time to be evaluated (particularly when objectives are evaluated separately). To cope with such problems, we propose a variation of the Kriging-assisted reference vector guided evolutionary algorithm (K-RVEA) called heterogeneous K-RVEA (short HK-RVEA). This algorithm is a merger of two main concepts designed to account for different latencies: A single-objective evolutionary a…
Surrogate-assisted multicriteria optimization: Complexities, prospective solutions, and business case
2017
Complexity in solving real-world multicriteria optimization problems often stems from the fact that complex, expensive, and/or time-consuming simulation tools or physical experiments are used to evaluate solutions to a problem. In such settings, it is common to use efficient computational models, often known as surrogates or metamodels, to approximate the outcome (objective or constraint function value) of a simulation or physical experiment. The presence of multiple objective functions poses an additional layer of complexity for surrogate-assisted optimization. For example, complexities may relate to the appropriate selection of metamodels for the individual objective functions, extensive …