关键词: 黑箱约束, Kriging模型, 代理优化算法, 两目标约束应对策略, 期望改进, 可行性概率

Abstract: To solve the design optimization problems of complex engineering systems with black-box constraints,a surrogate-based optimization algorithm was proposed based on Kriging models and bi-objective constraint-handling strategy.By taking the expected improvement criterion of improving the objective function and the feasibility probability criterion of characterizing the feasible region boundary as objectives simultaneously,the new trials from Pareto sets purposefully was selected so as to make the new added trials have the ability to balance optimal solution exploration and feasible region boundary exploitation.The proposed algorithm was tested on two numerical and one engineering benchmarks and was compared with the existed algorithms.The numerical results indicated that the proposed algorithm based on the bi-objective constraint-handling strategy was more accurate,efficient and robust.

Key words: black-box constraint, Kriging model, surrogate-based optimization algorithm, bi-objective constraint-handling strategy, expected improvement, feasibility probability