Constraint Handling in Efficient Global Optimization
Association for Computing Machinery (ACM)
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Reason for embargo
Embargoed until after conference
Real-world optimization problems are often subject to several constraints which are expensive to evaluate in terms of cost or time. Although a lot of effort is devoted to make use of surrogate models for expensive optimization tasks, not many strong surrogate-assisted algorithms can address the challenging constrained problems. Efficient Global Optimization (EGO) is a Kriging-based surrogate-assisted algorithm. It was originally proposed to address unconstrained problems and later was modified to solve constrained problems. However, these type of algorithms still suffer from several issues, mainly: (1) early stagnation, (2) problems with multiple active constraints and (3) frequent crashes. In this work, we introduce a new EGO-based algorithm which tries to overcome these common issues with Kriging optimization algorithms. We apply the proposed algorithm on problems with dimension d ≤ 4 from the G-function suite  and on an airfoil shape example.
This research was partly funded by Tekes, the Finnish Funding Agency for Innovation (the DeCoMo project), and by the Engineering and Physical Sciences Research Council [grant numbers EP/N017195/1, EP/N017846/1].
This is the author accepted manuscript. The final version is available from ACM via the DOI in this record.
GECCO 2017: Genetic and Evolutionary Computation Conference, 15-19 July 2017, Berlin, Germany