Abstract

The number of function evaluations in many industrial applications of simulation-based optimization problems is strictly limited. Therefore, only little analytical information on objective and constraint functions is available. This paper presents an adaptive algorithm called the Surrogate-Based Constrained Global-Optimization (SCGO) method to solve black-box constrained simulation-based optimization problems involving computationally expensive objective function and inequality constraints. Firstly, Kriging surrogate is constructed over a new overall objective function (called loss function) to approximate the behavior of a true model. Then, an adaptive approach is provided to improve the optimal results sequentially while enforcing a feasible solution. The SCGO method is tested on several classical engineering design problems namely design of a tension/compression spring, design of a welded beam, design of a pressure vessel, and three-bar truss design. The results demonstrate that SCGO has advantages in solving the costly constrained problems and needs less costly function evaluations. Optimization results prove that the proposed algorithm is very competitive compared to the state-of-the-art metaheuristic algorithms.

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