Haoxiang Jie1,2, Huihong Shi3, Jianwan Ding2,4, Yizhong Wu2, Qian Yin2
CMES-Computer Modeling in Engineering & Sciences, Vol.108, No.3, pp. 193-214, 2015, DOI:10.3970/cmes.2015.108.193
Abstract This paper improves the adaptive metamodel-based global algorithm (AMGO), which is presented for unconstrained continuous problems, to solve mixed-integer nonlinear optimization involving black-box and expensive functions. The new proposed method is called as METADIR, which can be divided into two stages. In the first stage, the METADIR adopts extended DIRECT method to constantly subdivide the design space and identify the sub-region that may contain the optimal value. When iterative points gather into a sub-region to some extent, we terminate the search progress of DIRECT and turn to the next stage. In the second phase, a local metamodel is constructed in… More >
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