Robust Optimization with Interval Uncertainties Using Hybrid State Transition Algorithm

Abstract

Robust optimization is concerned with finding an optimal solution that is insensitive to uncertainties and has been widely used in solving real-world optimization problems. However, most robust optimization methods suffer from high computational costs and poor convergence. To alleviate the above problems, an improved robust optimization algorithm is proposed. First, to reduce the computational cost, the second-order Taylor series surrogate model is used to approximate the robustness indices. Second, to strengthen the convergence, the state transition algorithm is studied to explore the whole search space for candidate solutions, while sequential quadratic programming is adopted to exploit the local area. Third, to balance the robustness and optimality of candidate solutions, a preference-based selection mechanism is investigated which effectively determines the promising solution. The proposed robust optimization method is applied to obtain the optimal solutions of seven examples that are subject to decision variables and parameter uncertainties. Comparative studies with other robust optimization algorithms (robust genetic algorithm, Kriging metamodel-assisted robust optimization method, etc.) show that the proposed method can obtain accurate and robust solutions with less computational cost.