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A metamodel-assisted evolutionary algorithm for expensive optimization
Luo CT(罗长童); Zhang SL; Wang C(王春); Jiang ZL(姜宗林); Luo, CT (reprint author), Chinese Acad Sci, Inst Mech, Beijing 100190, Peoples R China
会议录名称JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS
2011
页码759-764
会议名称7th International Conference on Scientific Computing and Applications
会议日期JUN 13-16, 2010
会议地点Dalian, PEOPLES R CHINA
摘要Expensive optimization aims to find the global minimum of a given function within a very limited number of function evaluations. It has drawn much attention in recent years. The present expensive optimization algorithms focus their attention on metamodeling techniques, and call existing global optimization algorithms as subroutines. So it is difficult for them to keep a good balance between model approximation and global search due to their two-part property. To overcome this difficulty, we try to embed a metamodel mechanism into an efficient evolutionary algorithm, low dimensional simplex evolution (LDSE), in this paper. The proposed algorithm is referred to as the low dimensional simplex evolution extension (LDSEE). It is inherently parallel and self-contained. This renders it very easy to use. Numerical results show that our proposed algorithm is a competitive alternative for expensive optimization problems. (C) 2011 Elsevier B.V. All rights reserved.
关键词Expensive Optimization Evolutionary Algorithm Low Dimensional Simplex Evolution Metamodel Radial Basis Function Radial Basis Function Black-box Functions Global Optimization
课题组名称高温气体动力学国家重点实验室
资助信息Dalian Univ Technol
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收录类别CPCI(ISTP)
语种英语
文献类型会议论文
条目标识符http://dspace.imech.ac.cn/handle/311007/45275
专题高温气体动力学国家重点实验室
通讯作者Luo, CT (reprint author), Chinese Acad Sci, Inst Mech, Beijing 100190, Peoples R China
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Luo CT,Zhang SL,Wang C,et al. A metamodel-assisted evolutionary algorithm for expensive optimization[C]JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS,2011:759-764.
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