Metamodels are widely used to replace simulation models in engineering design optimization to reduce the computational cost. The purpose of this paper is to develop a novel sequential sampling strategy (weighted accumulative error sampling, WAES) to obtain accurate metamodels and apply it to improve the quality of global optimization.
A sequential single objective formulation is constructed to adaptively select new sample points. In this formulation, the optimization objective is to select a sample point with the maximum weighted accumulative predicted error obtained by analyzing data from previous iterations, and a space-filling criterion is introduced and treated as a constraint to avoid generating clustered sample points. Based on the proposed sequential sampling strategy, a two-step global optimization approach is developed.
The proposed WAES approach and the global optimization approach are tested in several cases. A comparison has been made between the proposed approach and other existing approaches. Results illustrate that WAES approach performs the best in improving metamodel accuracy and the two-step global optimization approach has a great ability to avoid local optimum.
The proposed WAES approach overcomes the shortcomings of some existing approaches. Besides, the two-step global optimization approach can be used for improving the optimization results.
