An algorithm for computationally expensive engineering optimization problems

Modern engineering design often relies on computer simulations to evaluate candidate designs, a scenario which results in an optimization of a computationally expensive black-box function. In these settings, there will often exist candidate designs which cause the simulation to fail, and can therefore degrade the search effectiveness. To address this issue, this paper proposes a new metamodel-assisted computational intelligence optimization algorithm which incorporates classifiers into the optimization search. The classifiers predict which candidate designs are expected to cause the simulation to fail, and this prediction is used to bias the search towards designs predicted to be valid. To enhance the search effectiveness, the proposed algorithm uses an ensemble approach which concurrently employs several metamodels and classifiers. A rigorous performance analysis based on a set of simulation-driven design optimization problems shows the effectiveness of the proposed algorithm.