Optimum-pursuing method for constrained optimization and reliability-based design optimization problems using Kriging model

This paper proposes a new active learning method named as optimum-pursuing method (OPM) from the viewpoint of optimization theory, which aims to provide an effective tool for solving constrained optimization and reliability-based design optimization (RBDO) problems with low computation cost. It uses the cheap Kriging metamodel to replace the expensive physical response. The novelty of the proposed OPM primarily lies in two aspects. First, the OPM utilizes the advantage of the optimization theory rather than sampling technology. By using the augmented Lagrangian approach, it comprehensively considers the objective, constraints, and their relations, thereby automatic identification of important region in the vicinity of the optimum. Second, the accordingly optimum-pursuing function consists of three parts: Kriging mean, Kriging standard deviation, and merit function. Also, the target reliability surface is further considered to enhance the local accuracy of the reliability analysis. The performance of OPM is tested for both deterministic optimization and problems, in which two mathematical and three real-world engineering examples are selected to showcase the feasibility and validity. The results demonstrate that OPM is promising for solving both deterministic optimization and RBDO problems by comparing with the well-known active learning methods.