SCGOSR: Surrogate-based constrained global optimization using space reduction.
Applied Soft Computing(2018)
摘要
•A multi-start constrained optimization algorithm is presented to select promising solutions.•A novel space reduction strategy is presented based on two different penalty functions.•SCGOSR makes a reasonable tradeoff between “exploitation” and “exploration” in the proposed optimization framework.•SCGOSR shows the wide applicability, high efficiency and strong stability on benchmark cases.
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关键词
Constrained optimization,Kriging model,Space reduction,Expensive black-box problems,Penalty function
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