The Effect of Multi-Additional Sampling for Multi-Fidelity Efficient Global Optimization

Abstract

Powerful computer-aided design tools are presently vital for engineering product development. Efficient global optimization (EGO) is one of the most popular methods for design of a high computational cost problem. The original EGO is proposed for only one additional sample point. In this work, parallel computing is applied to the original EGO process via a multi-additional sampling technique. The weak point of the multi-additional sampling is it has slower convergence rate when compared with the original EGO. This paper applies the multi-fidelity technique to the multi-additional EGO process to see the effect of the number of multi-additional sampling points and the converge rate. A co-kriging method and a hybrid RBF/Kriging surrogate model are selected for the surrogate model in the EGO process to show the advantage of the multi-additional EGO process compared with the single-fidelity Kriging surrogate model. In the experiment, single-additional sampling points and two to four number of multi-additional sampling per iteration are tested with symmetry and asymmetry mathematical test functions. The results show the hybrid RBF/Kriging surrogate model can obtain the similar optimal points when using the multi-additional sampling EGO.