Data Driven Surrogate Based Optimization in the Problem Solving Environment WBCSim
2009) Data Driven Surrogate Based Optimization in the Problem Solving Environment WBCSim. Technical Report TR-09-24, Department of Computer Science, Virginia Tech. (
Large scale, multidisciplinary, engineering designs are always difficult due to the complexity and dimensionality of these problems. Direct coupling between the analysis codes and the optimization routines can be prohibitively time consuming due to the complexity of the underlying simulation codes. One way of tackling this problem is by constructing computationally cheap(er) approximations of the expensive simulations, that mimic the behavior of the simulation model as closely as possible. This paper presents a data driven, surrogate based optimization algorithm that uses a trust region based sequential approximate optimization (SAO) framework and a statistical sampling approach based on design of experiment (DOE) arrays. The algorithm is implemented using techniques from two packages—SURFPACK and SHEPPACK that provide a collection of approximation algorithms to build the surrogates and three different DOE techniques—full factorial (FF), Latin hypercube sampling (LHS), and central composite design (CCD)—are used to train the surrogates. The results are compared with the optimization results obtained by directly coupling an optimizer with the simulation code. The biggest concern in using the SAO framework based on statistical sampling is the generation of the required database. As the number of design variables grows, the computational cost of generating the required database grows rapidly. A data driven approach is proposed to tackle this situation, where the trick is to run the expensive simulation if and only if a nearby data point does not exist in the cumulatively growing database. Over time the database matures and is enriched as more and more optimizations are performed. Results show that the proposed methodology dramatically reduces the total number of calls to the expensive simulation runs during the optimization process.
|Item Type:||Departmental Technical Report|
|Keywords:||Problem solving environment; Wood-based composite materials; Visualization; Optimization; Surrogate; Response surface approximation; Sequential approximate optimization; Experiment management; Trust region strategy|
|Subjects:||Computer Science > Problem Solving Environments|
|Deposited By:||Administrator, Eprints|
|Deposited On:||13 November 2009|