A surrogate assisted parallel multiobjective evolutionary algorithm for robust engineering design

Abstract

A number of multi-objective evolutionary algorithms have been proposed in recent years and many of them have been used to solve engineering design optimization problems. However, designs need to be robust for real-life implementation, i.e. performance should not degrade substantially under expected variations in the variable values or operating conditions. Solutions of constrained robust design optimization problems should not be too close to the constraint boundaries so that they remain feasible under expected variations. A robust design optimization problem is far more computationally expensive than a design optimization problem as neighbourhood assessments of every solution are required to compute the performance variance and to ensure neighbourhood feasibility. A framework for robust design optimization using a surrogate model for neighbourhood assessments is introduced in this article. The robust design optimization problem is modelled as a multi-objective optimization problem with the aim of simultaneously maximizing performance and minimizing performance variance. A modified constraint-handling scheme is implemented to deal with neighbourhood feasibility. A radial basis function (RBF) network is used as a surrogate model and the accuracy of this model is maintained via periodic retraining. In addition to using surrogates to reduce computational time, the algorithm has been implemented on multiple processors using a master–slave topology. The preliminary results of two constrained robust design optimization problems indicate that substantial savings in the actual number of function evaluations are possible while maintaining an acceptable level of solution quality.

Keywords:

• Multi-objective optimization
• Evolutionary algorithm
• Constrained robust design
• Surrogates

Acknowledgements

The authors acknowledge the support received from the Australian Partnership for Advanced Computing National Facility (APAC) and a Rectors Start-Up grant from the University of New South Wales at the Australian Defence Force Academy to conduct this study.