Trends, features, and tests of common and recently introduced global optimization methods

Abstract

Global optimization techniques have been used extensively due to their capability in handling complex engineering problems. In addition to a number of well known global optimization techniques, many new methods have been introduced recently for various optimal design applications. In this work, a number of representative, well known and recently introduced global optimization techniques are closely examined and compared. The historical development, special features and trends on the development of global optimization algorithms are reviewed. Special attention is devoted to the recent developments of multidisciplinary design optimization algorithms based on effective metamodelling techniques. Commonly used benchmark optimization problems are used as test examples to reveal the pros and cons of these global optimization methods. A new meta-model based global optimization search method, introduced and improved recently by the authors, is also included in the tests and comparison.

Keywords:

• global optimization
• meta-modelling
• black-box functions
• region elimination

Acknowledgements

Financial support from Natural Science and Engineering Research Council of Canada (NSERC) is gratefully acknowledged.