运筹学学报 >
2024 , Vol. 28 >Issue 1: 89 - 100
DOI: https://doi.org/10.15960/j.cnki.issn.1007-6093.2024.01.007
带隐藏约束昂贵黑箱问题的自适应代理优化方法
收稿日期: 2021-10-11
网络出版日期: 2024-03-16
基金资助
国家自然科学基金(11991024);国家自然科学基金(11871128);重庆市技术创新与应用发展专项重点项目(cstc2021jscx-jbgsX0001);重庆市教委科学技术研究计划重点项目(KJZD-K202114801)
版权
An adaptive surrogate optimization method for expensive black-box problems with hidden constraints
Received date: 2021-10-11
Online published: 2024-03-16
Copyright
白富生, 兰秘 . 带隐藏约束昂贵黑箱问题的自适应代理优化方法[J]. 运筹学学报, 2024 , 28(1) : 89 -100 . DOI: 10.15960/j.cnki.issn.1007-6093.2024.01.007
A surrogate optimization method with adaptive transition search strategy is proposed for expensive black-box problems with hidden constraints. In the sub-steps of the transition search, a variance related to the number of evaluated points is used for the generation of trial points by random perturbation to better balance the local and global searches. In order to better approximate the real black box objective function, an adaptively combined objective surrogate model is adopted. The effectiveness of the proposed algorithm is demonstrated by the results of the numerical experiments carried out on 50 test problems.
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