Update strategies for kriging models used in variable fidelity optimization

Shawn E. Gano, John E. Renaud, Jay D. Martin, Timothy W. Simpson

Research output: Contribution to journalArticlepeer-review

112 Scopus citations

Abstract

Many optimization methods for simulation-based design rely on the sequential use of metamodels to reduce the associated computational burden. In particular, kriging models are frequently used in variable fidelity optimization. Nevertheless, such methods may become computationally inefficient when solving problems with large numbers of design variables and/or sampled data points due to the expensive process of optimizing the kriging model parameters in each iteration. One solution to this problem would be to replace the kriging models with traditional Taylor series response surface models. Kriging models, however, were shown to provide good approximations of computer simulations that incorporate larger amounts of data, resulting in better global accuracy. In this paper, a metamodel update management scheme (MUMS) is proposed to reduce the cost of using kriging models sequentially by updating the kriging model parameters only when they produce a poor approximation. The scheme uses the trust region ratio (TR-MUMS), which is a ratio that compares the approximation to the true model. Two demonstration problems are used to evaluate the proposed method: an internal combustion engine sizing problem and a control-augmented structural design problem. The results indicate that the TR-MUMS approach is very effective; on the demonstration problems, it reduced the number of likelihood evaluations by three orders of magnitude compared to using a global optimizer to find the kriging parameters in every iteration. It was also found that in trust region-based method, the kriging model parameters need not be updated using a global optimizer-local methods perform just as well in terms of providing a good approximation without affecting the overall convergence rate, which, in turn, results in a faster execution time.

Original languageEnglish (US)
Pages (from-to)287-298
Number of pages12
JournalStructural and Multidisciplinary Optimization
Volume32
Issue number4
DOIs
StatePublished - Oct 2006

All Science Journal Classification (ASJC) codes

  • Software
  • Control and Systems Engineering
  • Computer Science Applications
  • Computer Graphics and Computer-Aided Design
  • Control and Optimization

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