期刊
ENGINEERING OPTIMIZATION
卷 36, 期 4, 页码 419-438出版社
TAYLOR & FRANCIS LTD
DOI: 10.1080/03052150410001686486
关键词
global optimization; simultaneous computation; constrained optimization; black-box function; discretization-based sampling; local quadratic fitting; design optimization
The presence of black-box functions in engineering design, which are usually computation-intensive, demands efficient global optimization methods. This article proposes a new global optimization method for black-box functions. The global optimization method is based on a novel mode-pursuing sampling method that systematically generates more sample points in the neighborhood of the function mode while statistically covering the entire search space. Quadratic regression is performed to detect the region containing the global optimum. The sampling and detection process iterates until the global optimum is obtained. Through intensive testing, this method is found to be effective, efficient, robust, and applicable to both continuous and discontinuous functions. It supports simultaneous computation and applies to both unconstrained and constrained optimization problems. Because it does not call any existing global optimization tool, it can be used as a standalone global optimization method for inexpensive problems as well. Limitations of the method are also identified and discussed.
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