论文标题
贝叶斯优化可变大小的设计空间问题
Bayesian optimization of variable-size design space problems
论文作者
论文摘要
在复杂系统设计的框架内,通常有必要解决混合变量优化问题,在这些问题中,目标和约束函数可以同时依赖于连续和离散的变量。此外,复杂的系统设计问题偶尔会呈现一个大小的设计空间。这导致了一个优化问题,该问题沿优化过程动态变化(相对于变量的数字和类型),这是特定离散决策变量值的函数。同样,约束的数量和类型也可能有所不同。在本文中,提出了两种基于贝叶斯优化的替代方法,以解决此类优化问题。第一个是预算分配策略,允许将计算预算集中在最有前途的设计子空间上。相反,第二种方法是基于内核函数的定义,允许计算由部分不同的变量集的样本之间的协方差。在分析和工程相关的测试箱上获得的结果表明,相对于标准方法,这两种建议的方法的收敛速度更快,更一致。
Within the framework of complex system design, it is often necessary to solve mixed variable optimization problems, in which the objective and constraint functions can depend simultaneously on continuous and discrete variables. Additionally, complex system design problems occasionally present a variable-size design space. This results in an optimization problem for which the search space varies dynamically (with respect to both number and type of variables) along the optimization process as a function of the values of specific discrete decision variables. Similarly, the number and type of constraints can vary as well. In this paper, two alternative Bayesian Optimization-based approaches are proposed in order to solve this type of optimization problems. The first one consists in a budget allocation strategy allowing to focus the computational budget on the most promising design sub-spaces. The second approach, instead, is based on the definition of a kernel function allowing to compute the covariance between samples characterized by partially different sets of variables. The results obtained on analytical and engineering related test-cases show a faster and more consistent convergence of both proposed methods with respect to the standard approaches.