TY - CHAP
T1 - Recent progress in simulation-driven optimization
AU - Tenne, Yoel
N1 - Publisher Copyright:
© 2016 Nova Science Publishers, Inc.
PY - 2015/1/1
Y1 - 2015/1/1
N2 - Real-world engineering problems are often simulation-driven and involve a large number of design variables, a combination which exacerbates the optimization difficulty. Often metamodels would be used to approximate the simulation, but in high dimensional settings their approximation quality may be poor. To address this challenge, this study proposes a metamodel-assisted framework which adds a dimensionalityreduction component based on variable selection. The latter is used to select a subset of variables and to formulate a sequence of lower-dimensional optimization problems. Modelling and optimization are then performed on these reduced-dimensionality problems resulting in more accurate metamodels and consequently a more effective optimization search. Extensive performance analysis with high dimensional problems (several hundreds of variables) shows the effectiveness of the proposed approach.
AB - Real-world engineering problems are often simulation-driven and involve a large number of design variables, a combination which exacerbates the optimization difficulty. Often metamodels would be used to approximate the simulation, but in high dimensional settings their approximation quality may be poor. To address this challenge, this study proposes a metamodel-assisted framework which adds a dimensionalityreduction component based on variable selection. The latter is used to select a subset of variables and to formulate a sequence of lower-dimensional optimization problems. Modelling and optimization are then performed on these reduced-dimensionality problems resulting in more accurate metamodels and consequently a more effective optimization search. Extensive performance analysis with high dimensional problems (several hundreds of variables) shows the effectiveness of the proposed approach.
KW - Ensembles
KW - Expensive optimization problems
KW - Metamodelling
UR - http://www.scopus.com/inward/record.url?scp=85060447137&partnerID=8YFLogxK
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AN - SCOPUS:85060447137
SN - 9781634833806
VL - 11
SP - 131
EP - 143
BT - Advances in Engineering Research
PB - Nova Science Publishers, Inc.
ER -