KT-EGO: a knowledge transfer assisted efficient global optimization algorithm for solving high-dimensional expensive black-box problems

Abstract

Many engineering problems involve optimizing a high-dimensional expensive black-box (HEB) design space. To solve such problems efficiently, a knowledge transfer (KT) assisted efficient global optimization (EGO) algorithm is proposed, called the KT-EGO, which extends the EGO algorithm for solving problems over higher dimensions (i.e.d>20). Specifically, the original design space is divided into several low-dimensional subset design spaces. More importantly, in order to extract information from the subset design spaces to accelerate the progress of full optimization, a surrogate-based data fusion strategy is proposed in the KT-EGO. And further, a searching strategy with an adaptive variable range is devised to enhance the exploitation of promising areas. To show the effectiveness of the proposed algorithm, it is compared against state-of-the-art algorithms over 12 benchmark functions and a 28-dimensional engineering optimization for the design of a compressor blade, which fully validates the effectiveness of the KT-EGO for solving HEB problems.