Collaborative Research: Short Cycle Surrogate Based Design Optimization

工程系统的设计通常使用昂贵的计算机模拟其对环境输入的响应。设计者通常会进行几十到数百次模拟，并构建一个近似值--称为替代物--作为设计参数的函数。该代理用于搜索完成一个设计周期的候选最优设计。为了提高精度，在候选最优附近较小的设计参数范围内重复模拟、代理构造和优化的循环。每个周期可能需要很多天，因此通常只执行几个设计周期。不幸的是，没有正式的方法来帮助设计师决定何时停止；该提案的目标是开发这样的方法。该提案的主要任务是使用统计分析来估计如果进行另一个周期，系统性能有多大改善的可能性。此外，我们建议使用多个替代变量来发展对这些统计估计的信心。给定一个概率，设计师可以决定预期的性能改进是否值得为另一个设计周期花费额外的时间和金钱。由于几乎每个行业都使用基于代理的设计优化，这种方法将适用于在广泛的行业中改进设计过程。

Engineering systems are usually designed using costly computer simulations of their response to environmental input. Designer typically perform dozens to hundreds simulations and construct an approximation--called surrogate--to the response as function of design parameters. The surrogate is used to search for a candidate optimum design completing a cycle of design. For improved accuracy, the cycle of simulation, surrogate construction, and optimization is repeated in a smaller range of design parameters near the candidate optimum. Each cycle can require many days, and so typically only few design cycles are performed. Unfortunately, there is no formal methodology to help designers decide when to stop; the objective of the proposal is to develop such methodology. The main task of the proposal is to use statistical analysis to estimate the probability of substantial improvement in system performance if another cycle is undertaken. Also, we propose using multiple alternate surrogates for developing confidence in these statistical estimates. Given a probability, a designer can decide whether expected improvement in performance is worth the extra time and money of another design cycle. This approach will be applicable to improve the design process in a wide range of industries, since almost every industry makes use of surrogate based design optimization.