基于协同改进聚合策略的高效代理优化方法及应用
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N945.12;O212.6

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国家自然科学基金项目(72171117, 71871119);安徽普通高校重点实验室开放基金项目(CS2024-02);安徽省教育厅高校自然科学研究重点项目(2022AH050976).


Efficient surrogate-based optimization method and application based on collaborative improvement aggregation strategy
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    摘要:

    针对代理优化中样本策略贪婪特性使其后期收敛缓慢且解的精度不高的问题, 提出一种协同改进聚合策略, 并进一步拓展为面向昂贵黑箱问题的高效代理优化方法. 所提策略采用切比雪夫分解将概率改进和均值改进准则集成, 通过随机权重系数实现全局探索和局部搜索能力的平衡. 此外, 从候选点集视角出发, 分析代理优化与代理辅助优化方法二者的不同, 进一步挖掘随机因素在优化设计中的作用. 实验结果表明: 所提方法可有效提升昂贵黑箱问题优化解的收敛精度; 与同类方法相比, 该方法在解的精度和稳健性方面具有一定优势.

    Abstract:

    To address the problem that greedy characteristics lead to slow convergence and low accuracy problems of surrogate-based optimization solutions in the later stage, a collaborative improvement aggregation strategy is proposed, which is extended to an efficient surrogate-based optimization method for expensive black-box problems. The proposed strategy integrates probability improvement and mean improvement criteria using Chebyshev decomposition and achieves a balance between global exploration and local search capabilities through random weight coefficients. In addition, the differences between surrogate-based optimization and surrogate-assisted optimization methods are analyzed from the perspective of candidate point sets, further exploring the role of randomness in optimization design. The experimental results show that this method can effectively improve the convergence accuracy of the optimized solution in black-box problems. Compared with similar techniques, the proposed method has higher convergence accuracy and stronger robustness of optimized solutions.

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肖甜丽,吴锋,林成龙.基于协同改进聚合策略的高效代理优化方法及应用[J].控制与决策,2025,40(6):1975-1984

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  • 收稿日期:2024-06-20
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  • 在线发布日期: 2025-04-30
  • 出版日期: 2025-06-20
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