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Constrained global optimization method based on Kriging model

A global optimization and model technology, applied in design optimization/simulation, special data processing applications, instruments, etc., can solve problems such as increasing difficulty in solving optimization problems

Pending Publication Date: 2017-11-17
XUCHANG UNIV
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Problems solved by technology

In addition, the black box and complexity of the objectives and constraints will lead to a sudden increase in the difficulty of solving optimization problems. How to construct an effective point-adding sampling criterion through the variance estimation, target estimation and weight coefficient of the Kriging model to obtain the next approximate optimal feasible solution, and how to pull the sampling points at the boundary of the feasible region back to the feasible region through a reasonable correction method when the feasible sampling points cannot be obtained after multiple searches, remains to be further studied

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  • Constrained global optimization method based on Kriging model
  • Constrained global optimization method based on Kriging model
  • Constrained global optimization method based on Kriging model

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[0038] In order to facilitate the understanding of the present invention, the present invention will be described in more detail below in conjunction with the accompanying drawings and specific embodiments. Preferred embodiments of the invention are shown in the accompanying drawings. However, the present invention can be implemented in many different forms and is not limited to the embodiments described in this specification. On the contrary, these embodiments are provided to make the understanding of the disclosure of the present invention more thorough and comprehensive.

[0039] It should be noted that when an element is referred to as being “fixed” to another element, it can be directly on the other element or there can also be an intervening element. When an element is referred to as being "connected to" another element, it can be directly connected to the other element or intervening elements may also be present. The terms "vertical", "horizontal", "left", "right" and...

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Abstract

The invention discloses a constrained global optimization method based on a Kriging model. The method comprises the following steps that through a Latin hypercube experimental design, 2*(d+1) initial sample points are obtained; initial modelling is conducted; feasible sampling points are obtained, wherein search of a global optimal feasible solution is conducted; a global optimal feasible solution is searched for according to the obtained feasible sampling points; a sample data set is updated. According to the design of an algorithm, the whole algorithm is divided into two stages, wherein the first stage refers to how to fast and effectively obtain the feasible sampling points when feasible sampling points do not exist in an initial experimental design, and the second stage of the search of the optimal feasible sampling points refers to how to find a global optimal feasible solution by using an effective, stable and reliable point adding sampling principle when all constrain conditions are met.

Description

technical field [0001] The invention relates to the field of intelligent optimization based on meta-model and computer simulation application, in particular to a constrained global optimization method based on Kriging model. Background technique [0002] The ultimate goal of computer simulation analysis is to optimize the design. The simulation optimization method based on Kriging model uses computer test design, optimization algorithm, Kriging modeling and the effective information given to realize the simulation optimization of the model. In the optimization process, information such as valuation and variance from the Kriging model can effectively guide the optimization search towards the global direction. Therefore, for complex parallel simulation, the Kriging optimization method based on computer experiment design is an effective solution. But there are still deficiencies. [0003] Kriging is an interpolation method that predicts unknown observation points through know...

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Application Information

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Patent Type & Authority Applications(China)
IPC IPC(8): G06F17/50
CPCG06F30/20
Inventor 李耀辉晁艳普
Owner XUCHANG UNIV