Adaptive optimization methodology based on Kriging modeling and a trust region method

Abstract

Surrogate-Based Optimization (SBO) is becoming increasingly popular since it can remarkably reduce the computational cost for design optimizations based on high-fidelity and expensive numerical analyses. However, for complicated optimization problems with a large design space, many design variables, and strong nonlinearity, SBO converges slowly and shows imperfection in local exploitation. This paper proposes a trust region method within the framework of an SBO process based on the Kriging model. In each refinement cycle, new samples are selected by a certain design of experiment method within a variable design space, which is sequentially updated by the trust region method. A multi-dimensional trust-region radius is proposed to improve the adaptability of the developed methodology. Further, the scale factor and the limit factor of the trust region are studied to evaluate their effects on the optimization process. Thereafter, different SBO methods using error-based exploration, prediction-based exploitation, refinement based on the expected improvement function, a hybrid refinement strategy, and the developed trust-region-based refinement are utilized in four analytical tests. Further, the developed optimization methodology is employed in the drag minimization of an RAE2822 airfoil. Results indicate that it has better robustness and local exploitation capability in comparison with those of other SBO methods.