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Derivative Free Surrogate Optimization for Mixed-Integer Nonlinear Black Box Problems in Engineering

Hemker, Thomas (2010)
Derivative Free Surrogate Optimization for Mixed-Integer Nonlinear Black Box Problems in Engineering.
Book, Primary publication

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Item Type: Book
Type of entry: Primary publication
Title: Derivative Free Surrogate Optimization for Mixed-Integer Nonlinear Black Box Problems in Engineering
Language: English
Referees: von Stryk, Prof. Dr. Oskar ; den Hertog, Prof. Dr. Dick
Date: 26 May 2010
Place of Publication: Darmstadt
Publisher: VDI
Series: Fortschritt-Berichte VDI, R. 10
Series Volume: 797
Date of oral examination: 19 December 2008
Corresponding Links:
Abstract:

Optimization problems based on black boxes arise in engineering applications every day. Such black boxes typically represent the simulated or experimentally obtained behavior of systems for which almost no internal, structural or analytical knowledge can be provided on a relevant level for the optimization's objective. These resulting non-relaxable mixed-integer nonlinear black box-based optimization problems cannot be carried out efficiently by today's optimization methods. This work provides a new general applicable derivative free optimization approach. The performance of this method will be demonstrated for several benchmark and real world problems from electrical engineering, environmental sciences, and robotics. It will be shown that huge improvements of the optimization's objectives can be achieved for all applications, simply by applying a reasonable number of black box evaluations.
Alternative Abstract:
Alternative AbstractLanguage

Im Rahmen dieser Arbeit werden Fragestellungen betrachtet, in die neben einer expliziten analytischen Formulierung auch das Verhalten von nicht einsehbaren abgeschlossenen Systemen (Black Box) wie komplexen ingenieurwissenschaftlichen Simulationsprogrammen oder reale Roboter (z.B. Roboter) eingeht. Neben den einfließenden Systemzuständen die immer gewissen Störungen unterliegen muss weiterhin muss angenommen werden, dass die Optimierungsvariablen sowohl kontinuierlich als auch rein diskret sein können. Für die entstehenden gemischt ganzzahligen, Black Box basierten, nichtlinearen Optimierungsprobleme existieren noch sehr wenige allgemein anwendbare und effiziente Optimierungsverfahren. Nach einer detaillierten Definition des Problems wird ein Verfahren basierend auf Ersatzfunktionen eingeführt, dessen Effizienz für die beschriebene Problemklasse anhand verschiedener realer Anwendungsbeispiele gezeigt wird.

German
Uncontrolled Keywords: Black Box-Based Optimization, Simulation-Based Optimization, Surrogate Functions, Surrogate Models , Derivative Free Optimization, Derivative free Mixed-Integer Nonlinear Programming , Sequential Designs
Alternative keywords:
Alternative keywordsLanguage
Black Box-Based Optimization, Simulation-Based Optimization, Surrogate Functions, Surrogate Models , Derivative Free Optimization, Derivative free Mixed-Integer Nonlinear Programming , Sequential DesignsEnglish
URN: urn:nbn:de:tuda-tuprints-21626
Additional Information:

Druckausgabe: Düsseldorf, VDI-Verl., 2009. ISBN 978-3-18-379710-3 (Fortschritt-Berichte VDI, R. 10, Bd. 797) [Darmstadt, TU, Diss. 2008]
Classification DDC: 600 Technology, medicine, applied sciences > 620 Engineering and machine engineering
000 Generalities, computers, information > 004 Computer science
500 Science and mathematics > 510 Mathematics
Divisions: 20 Department of Computer Science
20 Department of Computer Science > Simulation, Systems Optimization and Robotics Group
Date Deposited: 26 May 2010 08:43
Last Modified: 03 Apr 2024 13:53
URI: https://tuprints.ulb.tu-darmstadt.de/id/eprint/2162
PPN: 385160755
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