Handling of Constraints in Efficient Global Optimization

Abstract

Although the Efficient Global Optimization (EGO) algorithm has been widely used in multi-disciplinary optimization, it is still difficult to handle multiple constraint problems. In this study, to increase the accuracy of approximation, the Least Squares Support Vector Regression (LSSVR) is suggested to replace the kriging model for approximating both objective and constrained functions while the variances of these surrogate models are still obtained by kriging. To enhance the ability to search the feasible region, two criteria are suggested. First, a Maximize Probability of Feasibility (MPF) strategy to handle the infeasible initial sample points is suggested to generate feasible points. Second, a Multi-Constraint Parallel (MCP) criterion is suggested for multiple constraints handling, parallel computation and validation, respectively. To illustrate the efficiency of the suggested EGO-based method, several deterministic benchmarks are tested and the suggested methods demonstrate a superior performance compared with two other constrained algorithms. Finally, the suggested algorithm is successfully utilized to optimize the fiber path of variable-stiffness beam and lightweight B-pillar to demonstrate the performance for engineering applications.