On efficient black box optimization of systems defined by 100 or more parameters - Archive ouverte HAL
Pré-Publication, Document De Travail Année : 2010

On efficient black box optimization of systems defined by 100 or more parameters

Résumé

In product development, the optimization of hectovariate systems (that is, depending on more than a hundred variables) is hard to handle with usual black box methods, since they require a huge number of experiments. That is an issue since each experiment can be both expensive and time-consuming. Furthermore, these methods can't even handle such big problems within a reasonable period of time. The Lean optimization algorithm [1] was one approach to overcome these difficulties. In this paper, we will come up with a new lean algorithm, inspired from [1] and developing new ideas. It will then be tested on some classical mathematical problems of various sizes and a practical example of combustion simulation engine issued from Volvo Technology. We will see that this new algorithm has a faster and more robust convergence, and is able to significantly improve most systems within a number of experiments less than the number of variables.
Fichier principal
Vignette du fichier
lean.pdf (1.98 Mo) Télécharger le fichier
Origine Fichiers produits par l'(les) auteur(s)
Loading...

Dates et versions

hal-01598044 , version 1 (29-09-2017)

Identifiants

  • HAL Id : hal-01598044 , version 1

Citer

Olivier Goury, Sven Ahlinder. On efficient black box optimization of systems defined by 100 or more parameters. 2010. ⟨hal-01598044⟩
323 Consultations
78 Téléchargements

Partager

More