Metamodeling strategies for high-dimensional simulation-based design problems

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Shan, Songqing
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Computational tools such as finite element analysis and simulation are commonly used for system performance analysis and validation. It is often impractical to rely exclusively on the high-fidelity simulation model for design activities because of high computational costs. Mathematical models are typically constructed to approximate the simulation model to help with the design activities. Such models are referred to as “metamodel.” The process of constructing a metamodel is called “metamodeling.” Metamodeling, however, faces eminent challenges that arise from high-dimensionality of underlying problems, in addition to the high computational costs and unknown function properties (that is black-box functions) of analysis/simulation. The combination of these three challenges defines the so-called high-dimensional, computationally-expensive, and black-box (HEB) problems. Currently there is a lack of practical methods to deal with HEB problems. This dissertation, by means of surveying existing techniques, has found that the major deficiency of the current metamodeling approaches lies in the separation of the metamodeling from the properties of underlying functions. The survey has also identified two promising approaches - mapping and decomposition - for solving HEB problems. A new analytic methodology, radial basis function–high-dimensional model representation (RBF-HDMR), has been proposed to model the HEB problems. The RBF-HDMR decomposes the effects of variables or variable sets on system outputs. The RBF-HDMR, as compared with other metamodels, has three distinct advantages: 1) fundamentally reduces the number of calls to the expensive simulation in order to build a metamodel, thus breaks/alleviates exponentially-increasing computational difficulty; 2) reveals the functional form of the black-box function; and 3) discloses the intrinsic characteristics (for instance, linearity/nonlinearity) of the black-box function. The RBF-HDMR has been intensively tested with mathematical and practical problems chosen from the literature. This methodology has also successfully applied to the power transfer capability analysis of Manitoba-Ontario Electrical Interconnections with 50 variables. The test results demonstrate that the RBF-HDMR is a powerful tool to model large-scale simulation-based engineering problems. The RBF-HDMR model and its constructing approach, therefore, represent a breakthrough in modeling HEB problems and make it possible to optimize high-dimensional simulation-based design problems.
approximation, regression, interpolation, response surface, surrogate, metamodel, prediction, large-scale, high-dimensional, computationally-expensive, black-box function, HEB problems, simulation-based design, design optimization, engineering optimization, RBF-HDMR, functional form, power transfer capability
[1] Shan, S. and Wang, G. G., 2010, "Survey of Modeling and Optimization Strategies to Solve High-dimensional Design Problems with Computationally-Expensive Black-box Functions," Structural and Multidisciplinary Optimization, 41(2(2010)), pp. 219-241.
[2] Shan, S. and Wang, G. G., 2010, "Metamodeling for High-dimensional Simulation-Based Design Problems," Journal of Mechanical Design, 132(5), pp. 051009-1-051009-11.
[3] Shan, S. and Wang, G. G., 2010, "Turning Black-box into White Functions," Proceedings of the ASME 2010 International Design Engineering Technical Conferences & Computers and Information in Engineering Conference, Montreal, Quebec, Canada. August 15-18, 2010. Paper No., DETC2010-28958.