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Classifier-Guided Sampling Optimizer v. 1.0

The Classifier-Guided Sampling (CGS) Optimizer is a software implementation of the CGS algorithm, a type of evolutionary algorithm for performing search and optimization over a set of discrete design variables in the face of one or more objective functions.

Backlund, Peter B.↗

Classifier-Guided Sampling for Complex Energy System Optimization

This report documents the results of a Laboratory Directed Research and Development (LDRD) effort entitled “Classifier-Guided Sampling for Complex Energy System Optimization” that was conducted during FY 2014 and FY 2015. The goal of this project was to develop, implement, and test major improvements to the classifier-guided sampling (CGS) algorithm. CGS is type of evolutionary algorithm for performing search and optimization over a set of discrete design variables in the face of one or more objective functions. Existing evolutionary algorithms, such as genetic algorithms, may require a large number of objective function evaluations to identify optimal or near-optimal solutions. Reducing the number of evaluations can result in significant time savings, especially if the objective function is computationally expensive. CGS reduces the evaluation count by using a Bayesian network classifier to filter out non-promising candidate designs, prior to evaluation, based on their posterior probabilities. In this project, both the single-objective and multi-objective versions of the CGS are developed and tested on a set of benchmark problems. As a domain-specific case study, CGS is used to design a microgrid for use in islanded mode during an extended bulk power grid outage.

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Classifier-guided sampling for discrete variable, discontinuous design space exploration: Convergence and computational performance

A classifier-guided sampling (CGS) method is introduced for solving engineering design optimization problems with discrete and/or continuous variables and continuous and/or discontinuous responses. The method merges concepts from metamodel-guided sampling and population-based optimization algorithms. The CGS method uses a Bayesian network classifier for predicting the performance of new designs based on a set of known observations or training points. Unlike most metamodeling techniques, however, the classifier assigns a categorical class label to a new design, rather than predicting the resulting response in continuous space, and thereby accommodates nondifferentiable and discontinuous functions of discrete or categorical variables. The CGS method uses these classifiers to guide a population-based sampling process towards combinations of discrete and/or continuous variable values with a high probability of yielding preferred performance. Accordingly, the CGS method is appropriate for discrete/discontinuous design problems that are ill-suited for conventional metamodeling techniques and too computationally expensive to be solved by population-based algorithms alone. In addition, the rates of convergence and computational properties of the CGS method are investigated when applied to a set of discrete variable optimization problems. Results show that the CGS method significantly improves the rate of convergence towards known global optima, on average, when compared to genetic algorithms.

42 ENGINEERING↗