Formulation and Solution for Evaluation-times Constrained Optimization

2019 Fiscal Year Final Research Report

• Project/Area Number: 16K18121
• Research Category: Grant-in-Aid for Young Scientists (B)
• Allocation Type: Multi-year Fund
• Research Field: Control engineering/System engineering
• Research Institution: Tokyo Metropolitan University
• Principal Investigator: Kenichi Tamura 首都大学東京, システムデザイン研究科, 助教 (40534912)
• Project Period (FY): 2016-04-01 – 2020-03-31
• Keywords: 最適化 / ブラックボックス問題

Outline of Final Research Achievements

This research project was concerned with the problem of finding the best possible solution under the constraint of the number of evaluations of the objective function specified in advance. The aim was to present the value and novelty of this problem widely and to construct solutions to solve this problem. The results obtained during this research period can be classified as follows. (1) The engineering value of this problem and the novelty of the required solution specifications were discussed and presented. (2) A direct search theory and a non-convex analysis method that can contribute to the construction of solutions to this problem were constructed. (3) Solutions to this problem based on Bayesian optimization algorithm and evolutionary algorithm were proposed.

Free Research Field

システム工学

Academic Significance and Societal Importance of the Research Achievements

本研究成果の意義は，様々な技術の進歩に伴い，大規模・複雑化したシステムに対する最適化の応用が広がる中で，従来の最適化問題とは本質的に異なる実情に即した新しい実際的問題として「評価回数制約付き最適化問題」を提起し，新しいアプローチでその具体的な解法を構築したことである。