A new Kriging–Bat Algorithm for solving computationally expensive black-box global optimization problems

Abstract

ABSTRACTMany global optimization (GO) algorithms have been introduced in recent decades to deal with the Computationally Expensive Black-Box (CEBB) optimization problems. The high number of objective function evaluations, required by conventional GO methods, is prohibitive or at least inconvenient for practical design applications. In this work, a new Kriging–Bat algorithm (K–BA) is introduced for solving CEBB problems with further improved search efficiency and robustness. A Kriging surrogate model (SM) is integrated with the Bat Algorithm (BA) to find the global optimum using substantially reduced number of evaluations of the computationally expensive objective function. The new K–BA algorithm is tested and compared with other well-known GO algorithms, using a set of standard benchmark problems with 2 to 16 design variables, as well as a real-life engineering optimization application, to determine its search capability, efficiency and robustness. Results of the comprehensive tests demonstrated the suitability and superior capability of the new K–BA.