A Hybrid Surrogate Based Algorithm (HSBA) to Solve Computationally Expensive Optimization Problems

Engineering optimization problems often involve multiple objectives and constraints that are computed via computationally expensive numerical simulations. While the severe nonlinearity of the objective/constraint functions demand the use of population based searches (e.g. Evolutionary Algorithms), such algorithms are known to require numerous function evaluations prior to convergence and hence may not be viable in their native form. On the other hand, gradient based algorithms are fast and effective in identifying local optimum, but their performance is dependent on the starting point. In this paper, a hybrid algorithm is presented, which exploits the benefits offered by population based scheme, local search and also surrogate modeling to solve optimization problems with limited computational budget. The performance of the algorithm is reported on the benchmark problems designed for CEC 2014 Special Session and Competition on Single Objective Real-Parameter Numerical Optimization.