Robust optimisation of computationally expensive models using adaptive multi-fidelity emulation

نویسندگان

چکیده

Computationally expensive models are increasingly employed in the design process of engineering products and systems. Robust particular aims to obtain designs that exhibit near-optimal performance low variability under uncertainty. Surrogate often imitate behaviour computational models. Surrogates trained from a reduced number samples model. A crucial component surrogate is quality training set. Problems occur when sampling fails points located an area interest and/or where budget only allows for very limited runs This paper employs Gaussian emulation approach perform efficient single-loop robust optimisation The emulator enhanced propagate input uncertainty output, allowing optimisation. Further, with multi-fidelity data obtained via adaptive maximise set given budget. An illustrative example presented highlight how method works, before it applied two industrial case studies.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Memetic algorithm using multi-surrogates for computationally expensive optimization problems

In this paper, we present a Multi-Surrogates Assisted Memetic Algorithm (MSAMA) for solving optimization problems with computationally expensive fitness functions. The essential backbone of our framework is an evolutionary algorithm coupled with a local search solver that employs multi-surrogates in the spirit of Lamarckian learning. Inspired by the notion of 'blessing and curse of uncertainty'...

متن کامل

Multi-fidelity Bandit Optimisation∗

In many scientific and engineering applications, we are tasked with the optimisation of an expensive to evaluate black box function. Traditional methods for this problem assume just the availability of this single function. However, in many cases, cheap approximations may be available. For example, in optimal policy search in robotics, the expensive real world behaviour of a robot can be approx...

متن کامل

A multi-fidelity surrogate-model-assisted evolutionary algorithm for computationally expensive optimization problems

Integrating data-driven surrogate models and simulation models of di erent accuracies (or delities) in a single algorithm to address computationally expensive global optimization problems has recently attracted considerable attention. However, handling discrepancies between simulation models with multiple delities in global optimization is a major challenge. To address it, the two major contrib...

متن کامل

Sequential Domain Patching for Computationally Feasible Multi-objective Optimization of Expensive Electromagnetic Simulation Models

Vast majority of practical engineering design problems require simultaneous handling of several criteria. For the sake of simplicity and through a priori preference articulation one can turn many design tasks into single-objective problems that can be handled using conventional numerical optimization routines. However, in some situations, acquiring comprehensive knowledge about the system at ha...

متن کامل

Regarding probabilistic analysis and computationally expensive models: necessary and required?

OBJECTIVE To assess the importance of considering decision uncertainty, the appropriateness of probabilistic sensitivity analysis (PSA), and the use of patient-level simulation (PLS) in appraisals for the National Institute for Health and Clinical Excellence (NICE). METHODS Decision-makers require estimates of decision uncertainty alongside expected net benefits (NB) of interventions. This re...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Applied Mathematical Modelling

سال: 2021

ISSN: ['1872-8480', '0307-904X']

DOI: https://doi.org/10.1016/j.apm.2021.07.020