Space exploration and global optimization for computationally intensive design problems: a rough set based approach

Abstract

Modern engineering design problems often involve computation-intensive analysis and simulation processes. Design optimization based on such processes is desired to be efficient, informative and transparent. This work proposes a rough set based approach that can identify multiple sub-regions in a design space, within which all of the design points are expected to have a performance value equal to or less than a given level. The rough set method is applied iteratively on a growing sample set. A novel termination criterion is also developed to ensure a modest number of total expensive function evaluations to identify these sub-regions and search for the global optimum. The significance of the proposed method is twofold. First, it provides an intuitive method to establish the mapping from the performance space to the design space, i.e. given a performance level, its corresponding design region(s) can be identified. Such a mapping could be potentially used to explore and visualize the entire design space. Second, it can be naturally extended to a global optimization method. It also bears potential for more broad application to problems such as metamodeling-based design and robust design optimization. The proposed method was tested with a number of test problems and compared with a few well-known global optimization algorithms.