Augmented design and analysis of computer experiments: a novel tolerance embedded global optimization approach...

A novel meta-heuristic approach for minimizing nonlinear constrained problems is proposed, which offers tolerance information during the search for the global optimum. The method is based on the concept of design and analysis of computer experiments combined with a novel two phase design augmentation (DACEDA), which models the entire merit space using a Gaussian process, with iteratively increased resolution around the optimum. The algorithm is introduced through a series of cases studies with increasing complexity for optimizing uniformity of a short-wave infrared (SWIR) hyperspectral imaging (HSI) illumination system (IS). The method is first demonstrated for a two-dimensional problem consisting of the positioning of analytical isotropic point sources. The method is further applied to two-dimensional (2D) and five-dimensional (5D) SWIR HSI IS versions using close- and far-field measured source models applied within the non-sequential ray-tracing software FRED, including inherent stochastic noise. The proposed method is compared to other heuristic approaches such as simplex and simulated annealing (SA). It is shown that DACEDA converges towards a minimum with 1 % improvement compared to simplex and SA, and more importantly requiring only half the number of simulations. Finally, a concurrent tolerance analysis is done within DACEDA for to the five-dimensional case such that further simulations are not required.