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个人信息Personal Information
教授
博士生导师
硕士生导师
任职 : 现任中国工程热物理学会流体机械专委员会委员、中国航空学会学轻型燃气轮机分会委员、教育部重型燃气轮机教学资源库专家委员会委员、辽宁省能动类专业教指委副主任、大连市核事故应急指挥部专家组成员等职。
性别：女
毕业院校：大连理工大学
学位：硕士
所在单位：能源与动力学院
电子邮箱：dlwxf@dlut.edu.cn
Global optimization of expensive black box functions using potential Lipschitz constants and response surfaces
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论文类型：期刊论文
发表时间：2015-10-01
发表刊物：JOURNAL OF GLOBAL OPTIMIZATION
收录刊物：SCIE、EI、Scopus
卷号：63
期号：2
页面范围：229-251
ISSN号：0925-5001
关键字：Lipschitz constant; Approximate function; Response surface; Global optimization; Black box function
摘要：This article develops a novel global optimization algorithm using potential Lipschitz constants and response surfaces (PLRS) for computationally expensive black box functions. With the usage of the metamodeling techniques, PLRS proposes a new approximate function to describe the lower bounds of the real function in a compact way, i.e., making the approximate function closer to . By adjusting a parameter (an estimate of the Lipschitz constant ), could approximate in a fine way to favor local exploitation in some interesting regions; can also approximate in a coarse way to favor global exploration over the entire domain. When doing optimization, PLRS cycles through a set of identified potential estimates of the Lipschitz constant to construct the approximate function from fine to coarse. Consequently, the optimization operates at both local and global levels. Comparative studies with several global optimization algorithms on 53 test functions and an engineering application indicate that the proposed algorithm is promising for expensive black box functions.