Sequential approximate multi-objective optimization using radial basis function network

Abstract

In industrial design optimization, objectives and constraints are generally given as implicit form of the design variables, and are evaluated through computationally intensive numerical simulation. Under this situation, response surface methodology is one of helpful approaches to design optimization. One of these approaches, known as sequential approximate optimization (SAO), has gained its popularity in recent years. In SAO, the sampling strategy for obtaining a highly accurate global minimum remains a critical issue. In this paper, we propose a new sampling strategy using sequential approximate multi-objective optimization (SAMOO) in radial basis function (RBF) network. To identify a part of the pareto-optimal solutions with a small number of function evaluations, our proposed sampling strategy consists of three phases: (1) a pareto-optimal solution of the response surfaces is taken as a new sampling point; (2) new points are added in and around the unexplored region; and (3) other parts of the pareto-optimal solutions are identified using a new function called the pareto-fitness function. The optimal solution of this pareto-fitness function is then taken as a new sampling point. The upshot of this approach is that phases (2) and (3) add sampling points without solving the multi-objective optimization problem. The detailed procedure to construct the pareto-fitness function with the RBF network is described. Through numerical examples, the validity of the proposed sampling strategy is discussed.