Abstract
We propose a parallel triangulation based partitioning algorithm (TRIOPT) for solving low dimensional bound-constrained black box global optimization problems. Black box optimization problems are important in engineering design where restricted numbers of input-output pairs are provided as data. Optimization is carried out over sparse data in the absence of a formal mathematical relationship among inputs and outputs. In such settings, function evaluations become expensive, because system performance assessment might be conducted via simulation studies or physical experiments. Thus, the optimal solution should be found in a minimal number of function evaluations. In TRIOPT, input-output pairs are treated as samples located in the search domain and search space coverage is obtained over these samples by triangulation. This produces an initial partition of the domain. Thereafter, each simplex is assessed for re-partitioning in parallel. In this assessment, performance values at the vertices are transformed and mapped to [0,1] interval using a non-linear transformation function with dynamic parameters. Transformed values are then aggregated into a group measure upon which the decision for re-partitioning is taken. Simplices whose group measures overcome a given threshold value are re-partitioned in parallel. Here, the performance of TRIOPT is measured on several applications from different fields and compared with powerful partitioning techniques such as LGO, DIRECT, and MCS.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
Barber, C. B., Dobkin, D. P., and Huhdanpaa, H. (1996). The Quickhull algorithm for convex hulls. ACM Transactions on Mathematical Software, 22(4):469–483.
Clausen, J. and Žilinskas, A. (2002). Subdivision, sampling, and initialization strategies for simplical branch and bound in global optimization. Computers and Mathematics with Applications, 44:943–955.
CUTEr. CUTEr: A constrained and unconstrained testing environment, revisited. http://cuter.rl.ac.uk/cuter-www/problems.html.
Demirhan, M. and Özdamar, L. (1999). A note on the use of a fuzzy approach in adaptive partitioning algorithms for global optimization. IEEE Transactions on Fuzzy Systems, 7:468–475.
Gourdin, E., Hansen, P., and Jaumard, B. (1994). Global optimization of multivariate Lipschitz functions: a survey and computational comparison. Les Cahiers du GERAD. McGill University, Montreal.
Hansen, P. and Jaumard, B. (1995). Lipschitz optimization. In Horst, R. and Pardalos, P. M., editors, Handbook of Global Optimization, pages 407–493. Kluwer Academic Pulishers, Dordrecht.
Horst, R. and Tuy, H. (1996). Global Optimization. Deterministic Approaches. Springer Verlag, Berlin.
Huyer, W. and Neumaier, A. (1999). Global optimization by multilevel coordinate search. Journal of Global Optimization, 14:331–355.
Jones, D. R., Perttunen, C. D., and Stuckman, B. E. (1993). Lipschitzian optimization without the Lipschitz constant. Journal of Optimization Theory and Applications, 79:157–181.
Kearfott, R. R. (1996). Rigorous Global Search: Continuous Problems. Kluwer, Dordrecht.
Kolda, T. G., Lewis, R. M., and Torczon, V. (2003). Optimization by direct search: new perspectives on some classical and modern methods. SIAM Review, 45(3):385–482.
Krikanov, A. A. (2000). Composite pressure vessels with higher stiffness. Composite Structures, 48:119–127.
Lewis, R. M. and Torczon, V. (1999). Pattern search methods for bound constrained minimization. SIAM Journal on Optimization, 9(4): 1082–1099.
Lewis, R. M, Torczon, V., and Trosset, M. W. (2000). Direct search methods: Then and now. Journal of Computational and Applied Mathematics, 124:191–207.
McKinnon, K. I. M, (1998). Convergence of the Nelder-Mead simplex method to a nonstationary point. SIAM Journal on Optimization, 9(1): 148–158.
Moore, R. E. and Ratschek, H. (1988). Inclusion functions and global optimization II. Mathematical Programming, 41:341–356.
Nataraj, P. S. V. and Sheela, S. (2002). A new subdivision strategy for range computations. Reliable Computing, 8:83–92.
Nelder, J. A. and Mead, R. (1965). A simplex method for function minimization. Computer Journal, 7(4):308–313.
Ozdamar, L. and Demirhan, M. B. (2000). Experiments with new stochastic global optimization search techniques. Computers & Operations Research, 27:841–865.
Ozdamar, L. and Demirhan, M. B. (2001). Comparison of partition evaluation measures in an adaptive partitioning algorithm for global optimization. Fuzzy Sets and Systems, 117(1):47–60.
Pal, N. R. and Pal, S. K. (1989). Object background segmentation using new definitions of entropy. IEE Proc., 136:284–295.
Pintér, J. (1988). Branch and bound algorithms for solving global optimization problems with lipschitzian structure. Optimization, 19:101–110.
Pintér, J. (1996). Global Optimization in Action. Kluwer, Dordrecht.
Pintér, J. (1997). LGO—A program system for continuous and Lipschitz global optimization. In Bomze, I. M., Csendes, T., Horst, R., and Pardalos, P. M., editors, Developments in Global Optimization, pages 183–197. Kluwer Academic Publishers, Dordrecht / Boston / London.
Pintér, J. (2003). LGO: A Model Development and Solver System for Continuous Global Optimization User Guide. Pinter Consulting Services, Halifax, Nova Scotia, Canada.
Pownuk, A. (2000). Optimization of mechanical structures using interval analysis. Computer Assisted Mechanics and Engineering Science, 7(4):699–705.
Stillinger, F. H., Head-Gordon, T., and Hirshfeld, C. L. (1993). Toy model for protein folding. Physical Review E, 48(2): 1469–1477.
Walters, F. H., Parker,Jr., L. R., Morgan, S. L., and Deming, S. N. (1991). Sequential Simplex Optimization. Chemometrics Series. CRC Press, Inc., Boca Raton, Florida.
Wood, G. (1991). Multidimensional bisection applied to global optimization. Computers and Mathematics with Applications, 21:161–172.
Zhang, B., Wood, G., and Baritompa, W. (1993). Multi-dimensional bisection: the performance and the context. Journal of Global Optimization, 3:337–358.
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2006 Springer Science+Business Media, LLC
About this chapter
Cite this chapter
Wu, Y., Özdamar, L., Kumar, A. (2006). Parallel Triangulated Partitioning for Black Box Optimization. In: Pintér, J.D. (eds) Global Optimization. Nonconvex Optimization and Its Applications, vol 85. Springer, Boston, MA . https://doi.org/10.1007/0-387-30927-6_20
Download citation
DOI: https://doi.org/10.1007/0-387-30927-6_20
Publisher Name: Springer, Boston, MA
Print ISBN: 978-0-387-30408-3
Online ISBN: 978-0-387-30927-9
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)