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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作者单位:

1.安徽工业大学管理科学与工程学院;2.安徽工程大学经济与管理学院;3.南京理工大学经济与管理学院

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中图分类号:

N945.12;O212.6

基金项目:

国家自然科学基金项目(面上项目,重点项目,重大项目)


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

1.School of Management Science and Engineering, Anhui University of Technology;2.School of economics and management, Anhui Polytechnic University;3.School of economics and management, Nanjing University of Science and Technology

Fund Project:

The National Natural Science Foundation of China (General Program, Key Program, Major Research Plan)

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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问题, 提出了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, 分析了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. 试验结果表明: 该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:

    Considering 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 to address this. This strategy is extended to an efficient surrogate-based optimization method for expensive black-box problems. The proposed approach 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 were 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, this method has higher convergence accuracy and stronger robustness of optimized solutions.

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历史
  • 收稿日期:2024-06-20
  • 最后修改日期:2024-11-04
  • 录用日期:2024-11-05
  • 在线发布日期: 2024-11-21
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