Approximated Unimodal Region Elimination Based Global Optimization Method for Engineering Design

Abstract

Computer analysis and simulation based design optimization requires more computationally efficient global optimization tools. In this work, a new global optimization algorithm based on design experiments, region elimination and response surface model, namely Approximated Unimodal Region Elimination Method (AUREM), is introduced. The approach divides the field of interest into several unimodal regions using design experiment data; identify and rank the regions that most likely contain the global minimum; form a response surface model with additional design experiment data over the most promising region; identify its minimum, remove this processed region, and move to the next most promising region. By avoiding redundant searches, the approach identifies the global optimum with reduced number of objective function evaluations and computation effort. The new algorithm was tested using a variety of benchmark global optimization problems and compared with several widely used global optimization algorithms. The experiments results present comparable search accuracy and superior computation efficiency, making the new algorithm an ideal tool for computer analysis and simulation black-box based global design optimization.