• Korean Journal of Computational Design and Engineering
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• v.21 no.4
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• pp.443-452
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• 2016

This paper proposes a method for expensive black box optimization using radial basis functions (RBFs). The proposed algorithm is a computational strategy that uses a RBF model approximating the expensive black box function to predict an optimum. First, a RBF-based approximation technique is introduced and a sampling plan for estimation of the black box function is described. Then the proposed algorithm is explained, which presents the pseudo-codes for implementation and the detailed description of each step performed in the optimization process. In addition, numerical experiments will be given to analyze the performance of the proposed algorithm, by investigating computation accuracy, number of function evaluations, and convergence history. Finally, geometric distance problem as application example will be also presented for showing the algorithm applicability to different engineering problems.

• International Journal of Naval Architecture and Ocean Engineering
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• v.13 no.1
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• pp.115-125
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• 2021

Simulation-based hull form optimization is a typical HEB (high-dimensional, expensive computationally, black-box) problem. Conventional optimization algorithms easily fall into the "curse of dimensionality" when dealing with HEB problems. A recently proposed Cross-Entropy (CE) optimization algorithm is an advanced stochastic optimization algorithm based on a probability model, which has the potential to deal with high-dimensional optimization problems. Currently, the CE algorithm is still in the theoretical research stage and rarely applied to actual engineering optimization. One reason is that the Monte Carlo (MC) method is used to estimate the high-dimensional integrals in parameter update, leading to a large sample size. This paper proposes an improved CE algorithm based on quasi-Monte Carlo (QMC) estimation using high-dimensional truncated Sobol subsequence, referred to as the QMC-CE algorithm. The optimization performance of the proposed algorithm is better than that of the original CE algorithm. With a set of identical control parameters, the tests on six standard test functions and a hull form optimization problem show that the proposed algorithm not only has faster convergence but can also apply to complex simulation optimization problems.

• Steel and Composite Structures
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• v.24 no.2
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• pp.227-237
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• 2017

This paper presents optimization of a long-span portal steel frame under dynamic wind loads using a surrogate-assisted evolutionary algorithm. Long-span portal steel frames are often used in low-rise industrial and commercial buildings. The structure needs be able to resist the wind loads, and at the same time it should be as light as possible in order to be cost-effective. In this work, numerical model of a portal steel frame is constructed using structural analysis program (SAP2000), with the web-heights at five locations of I-sections of the columns and rafters as the decision variables. In order to evaluate the performance of a given design under dynamic wind loading, the equivalent static wind load (ESWL) is obtained from a database of wind pressures measured in wind tunnel tests. A modified formulation of the problem compared to the one available in the literature is also presented, considering additional design constraints for practicality. Evolutionary algorithms (EA) are often used to solve such non-linear, black-box problems, but when each design evaluation is computationally expensive (e.g., in this case a SAP2000 simulation), the time taken for optimization using EAs becomes untenable. To overcome this challenge, we employ a surrogate-assisted evolutionary algorithm (SAEA) to expedite the convergence towards the optimum design. The presented SAEA uses multiple spatially distributed surrogate models to approximate the simulations more accurately in lieu of commonly used single global surrogate models. Through rigorous numerical experiments, improvements in results and time savings obtained using SAEA over EA are demonstrated.

• Communications for Statistical Applications and Methods
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• v.15 no.1
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• pp.125-136
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• 2008

In many practical engineering design problems, the form of objective functions is not given explicitly in terms of design variables. Given the value of design variables, under this circumstance, the value of objective functions is obtained by real/computational experiments such as structural analysis, fluid mechanic analysis, thermodynamic analysis, and so on. These experiments are, in general, considerably expensive. In order to make the number of these experiments as few as possible, optimization is performed in parallel with predicting the form of objective functions. Response Surface Methods (RSM) are well known along this approach. This paper suggests to apply Support Vector Machines (SVM) for predicting the objective functions. One of most important tasks in this approach is to allocate sample data moderately in order to make the number of experiments as small as possible. It will be shown that the information of support vector can be used effectively to this aim. The effectiveness of our suggested method will be shown through numerical example which is well known in design of engineering.