Research and application of parallel infill sampling method based on non-dominated sorting
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摘要:
代理优化方法可以大幅提升高精度数值优化的效率,而加点方法对于优化结果和效率非常重要。并行加点方法一次可以添加多个训练样本,从而可以充分发挥计算资源的利用率,并且提高效率。在包含子优化的紧密式代理优化框架上将预测值、预测方差和期望改善(EI)函数值两两结合作为子优化目标,构建3种多目标并行加点方法,提出基于非支配排序的并行加点样本的策略。以SC(six-hump camel back)函数和2维GN(Griewank)函数、5维Rosenbrock函数及10维HD1(high-dimension 1)函数作为无约束优化算例,以7维G9函数作为约束优化算例,将构建的3种多目标并行加点方法与混合并行加点方法进行对比分析,结果表明:多目标并行加点方法效果较好。采用多目标并行加点方法、混合并行加点方法及基于计算流体力学(CFD)的遗传算法开展了二维多段翼型起飞状态的升阻比优化。优化结果表明:在升力系数不减小的约束下,多目标并行加点方法经过少量CFD评估,得到的优化结果使升阻比提升了14%,证明多目标并行加点方法在工程问题中的适用性。
Abstract:The surrogate-based optimization method can greatly improve the efficiency of high-precision numerical optimization, while the infill sampling method is very important for the optimization result and efficiency. Several training samples can be infilled using the parallel infill sampling approach in a single step, fully using computer resources and increasing efficiency. In this article, based on the surrogate-based optimization framework including sub-optimization, three multi-objective parallel infill methods are constructed, using the prediction value, prediction variance and expected improvement(EI) function value as sub-optimization objectives. Besides, a strategy for selecting samples based on non-dominated sorting is proposed. Next, take the six-hump camel back(SC) function, the 2-dimensional griewank(GN) function, the 5-dimensional Rosenbrock function and the 10-dimensional high-dimension 1(HD1) function as unconstrained optimization examples, and the 7-dimensional G9 function as the constrained optimization example, the three multi-objective parallel infill sampling methods are compared with the hybrid parallel infill sampling methods. The outcomes demonstrate the superiority of the multi-objective parallel infill technique. Finally, the lift-drag ratio optimization of the two-dimensional multi-foil at take-off state was carried out by using the multi-objective infill sampling method, the hybrid parallel infill method and the genetic algorithm based on computational fluid dynamics(CFD). The optimization findings demonstrate the usefulness of the parallel infill sampling method in engineering issues by increasing the lift-to-drag ratio by 14% after a minimal amount of CFD evaluation under the constraint that the lift coefficient does not drop.
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Key words:
- non-dominant sorting /
- Kriging model /
- optimization design /
- infill sampling method /
- multi-foil
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表 1 SC函数优化结果
Table 1. SC function optimization results
加点方法 最大最优解 最小最优解 平均最优解 方差 多目标MSP+MSE −1.031585 −1.031608 −1.031586 7.919×10−11 多目标MSP+EI −1.031620 −1.031628 −1.031624 8.500×10−12 多目标MSE+EI −1.031565 −1.031616 −1.031593 3.525×10−10 混合MSP+MSE −1.031546 −1.031587 −1.031562 2.527×10−10 混合MSP+EI −1.031606 −1.031617 −1.031612 1.219×10−11 混合MSE+EI −1.031502 −1.031547 −1.031525 3.977×10−10 表 2 GN函数优化结果对比
Table 2. Comparison of GN function optimization results
加点方法 最大最优解 最小最优解 平均最优解 方差 多目标MSP+MSE 0.1336×10−2 0.3400×10−4 0.5942×10−3 2.7742×10−7 多目标MSP+EI 0.3015×10−2 0.3191×10−3 0.2035×10−2 1.0961×10−6 多目标MSE+EI 0.1632×10−1 0.5207×10−3 0.9236×10−2 4.4510×10−5 混合MSP+MSE 0.3238×10−2 0.1116×10−3 0.1305×10−2 1.4331×10−6 混合MSP+EI 0.7878×10−1 0.1462×10−2 0.3933×10−1 8.8700×10−4 混合MSE+EI 0.1889×10−1 0.3288×10−2 0.1033×10−1 3.1375×10−5 表 3 RB5函数优化结果
Table 3. RB5 function optimization results
加点方法 最大最优解 最小最优解 平均最优解 方差 多目标MSP+MSE 0.3688×100 0.1346×100 0.2380×100 9.2365×10−3 多目标MSP+EI 0.1383×10−1 0.3822×10−2 0.8861×10−2 1.9272×10−5 多目标MSE+EI 0.6197×10−1 0.2293×10−1 0.4350×10−1 3.3689×10−4 混合MSP+MSE 0.5963×100 0.3502×100 0.4553×100 8.1918×10−3 混合MSP+EI 0.3270×10−1 0.5230×10−2 0.2063×10−1 1.2910×10−4 混合MSE+EI 0.2858×100 0.1793×100 0.2326×100 1.4606×10−3 表 4 HD1函数优化结果
Table 4. HD1 function optimization results
加点方法 最大最优解 最小最优解 平均最优解 方差 多目标MSP+MSE 31.727 22.363 27.279 11.692 多目标MSP+EI 9.278 4.492 6.7265 3.308 多目标MSE+EI 26.879 17.885 22.354 12.197 混合MSP+MSE 42.145 32.427 37.042 12.072 混合MSP+EI 12.658 4.930 9.065 7.995 混合MSE+EI 58.527 48.084 53.356 14.805 表 5 G9函数优化结果对比
Table 5. Comparison of G9 function optimization results
加点方法 最大最优解 最小最优解 平均最优解 方差 多目标MSP+MSE 743.90 732.96 737.90 16.750 多目标MSP+EI 703.80 697.39 700.98 5.393 多目标MSE+EI 773.57 760.60 767.18 23.478 混合MSP+MSE 792.20 779.59 784.83 22.643 混合MSP+EI 734.87 722.61 728.21 15.863 混合MSE+EI 783.39 768.96 776.29 27.633 表 6 二维多段翼型优化设计空间
Table 6. Design space of multi-foil
参数 数值 上边界 下边界 z方向/m S1 1.04584 1.09584 S2 1.09584 1.15584 S3 1.18922 1.22922 S4 1.25172 1.27172 S5 1.28972 1.30572 F1 1.09720 1.16073 F2 1.16073 1.21073 F3 1.22383 1.26383 F4 1.27170 1.30170 F5 1.29520 1.31020 搭接量 缝翼 −0.01 0.01 襟翼 −0.01 0.01 缝道宽度 缝翼 0.005 0.02 襟翼 0.005 0.02 偏转角度/(°) 缝翼 17 23 襟翼 20 26 -
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