A Right-Hand Side Function Surrogate Model-Based Method for the Black-Box Dynamic Optimization Problem

Abstract When solving the black-box dynamic optimization problem (BDOP) in the sophisticated dynamic system, the finite difference technique requires significant computational efforts on numerous expensive system simulations to provide approximate numerical Jacobian information for the gradient-based optimizer. To save computational budget, this work introduces a BDOP solving framework based on the right-hand side (RHS) function surrogate model (RHSFSM), in which the RHS derivative functions of the state equation are approximated by the surrogate models, and the Jacobian information is provided by inexpensive estimations of RHSFSM rather than the original time-consuming system evaluations. Meanwhile, the sampling strategies applicable to the construction of RHSFSM are classified into three categories: direct, indirect, and hybrid sampling strategy, and the properties of these strategies are analyzed and compared. Furthermore, to assist the RHSFSM-based BDOP solving framework search for the optimum efficiently, a novel dynamic hybrid sampling strategy is proposed to update RHSFSM sequentially. Finally, two dynamic optimization examples and a co-design example of a horizontal axis wind turbine illustrate that the RHSFSM-based BDOP solving framework integrated with the proposed dynamic hybrid sampling strategy not only solves the BDOP efficiently but also achieves the optimal solution robustly and reliably compared to other sampling strategies.