求解昂贵区间多目标优化问题的高斯代理模型-控制理论与应用.pdf

33 10 Vol. 33 No. 10 2016 10 Control Theory Applications Oct. 2016 DOI: 10.7641/CTA.2016.50398 1,2 1† 1 1 1 , , , , (1. , 066004; 2. , 066004) : ()(GA, NSGA–II), . , , , , 1, 2 , . NSGA–II, Pareto. : ; ; 2(NSGA–II); ; ; : TP301 : A Gaussian surrogate models for expensive interval multi-objective optimization problem 1,2 1† 1 1 1 CHEN Zhi-wang , BAI Xin , YANG Qi , HUANG Xing-wang , LI Guo-qiang (1. Key Lab of Industrial Computer Control Engineering of Hebei Province, Yanshan University, Qinhuangdao Hebei 066004, China; 2. National Engineering Research Center for Equipment and Technology of Cold Strip Rolling, Yanshan University, Qinhuangdao Hebei 066004, China) Abstract: In this paper data mining (Gaussian process regression modeling) and intelligent evolutionary algorithm (GA, NSGA–II) are combined to solve the expensive interval multi-objective optimization problem with unknown optimization functions. Firstly, Gaussian process (GP) is used to model the objective functions and constraint functions represented by the midpoint and uncertainty. Because relevance and accuracy are two essential factors of interval function models, A kind of double steps screening strategy based on multiple attribute decision making (MADM) is proposed and it is embedded into the genetic algorithm to identify the parameters of the GP model. In the first step, inferior solutions in candidate solutions are excluded according to relevance.