基于Kriging模型的全局优化方法研究-机械设计及理论专业论文.docxVIP

摘 要 源函数估值次数少是面向多领域设计分析的全局优化算法的基本原则，而传统的 优化算法难以满足此要求。基于响应面的全局优化算法使用响应面进行估值，因此可 以大大减少源函数的估值次数。本文结合国家自然科学基金项目课题，对基于 Kriging 模型的全局优化方法进行研究，具有研究意义和实践价值。本文的主要工作有： 首先介绍了响应面构造中较为常用的几种实验设计(design of experiment, DOE)方 法，阐述了这些方法的原理，分析比较了各自的优缺点。 分析了 Kriging 模型的特点和建模过程，提出了 Kriging 模型的增量构造方法。该 方法利用已经得到的关联矩阵的逆矩阵和新增的数据点，忽略关联系数优化的过程， 直接进行矩阵运算，得到新关联矩阵的逆矩阵，进而得到更新后的预测模型。大量的 测试结果表明：增量方法可在损失少量精度的情况下大大缩短模型更新的时间。 研究和分析了基于 Kriging 模型的高效全局优化(efficient global optimization, EGO) 算法，指出了 EGO 算法中存在的迭代次数增多时构建 Kriging 模型速度过慢以及对于 某些响应值变化范围较大的目标函数出现过早收敛等问题，提出了改进 EGO 算法。 改进 EGO 算法使用增量 Kriging 方法和更加严谨的停止规则，即同时考虑改善期望、 自变量和响应值改变等因素。通过对标准的全局优化测试算例进行测试，结果表明改 进的 EGO 算法具有更高的效率和稳定性。 关键词：响应面 Kriging 模型 高效全局优化 增量 Kriging 方法 期望改善 Abstract Traditional global optimization algorithm can not meet the requirements of Multi-domain modeling and simulation tools that less evaluation times are wanted. Global optimization based on meta-model evaluates the agent model of source function so that the total number of evaluations is greatly reduced. With the support of National Natural Science Foundation, research on global optimization based on Kriging model is done in this paper. The main work is as follows: First of all, several design of experimental methods commonly used in construction of response surface are introduced, basic principles of these methods are described, respective advantages and disadvantages are analyzed. Then, the characteristics of Kriging model and the process of construction are anglicized. This paper proposes the increment Kriging method (IKM) in which the inversion of the correlation matrix and the new data points are manipulated to get the coefficients of the Kriging model, while coefficients of correlation function are optimized and the inversion of new correlation matrix is directly calculated in traditional Kriging method. Lots of experiments are taken and the results demonstrate that IKM greatly reduces the time of modeling with little loss of accuracy. EGO algorithm is researched and analy