Optimization on Black Box Function Optimization Problem

Abstract

There are a large number of engineering optimization problems in real world, whose input-output relationships are vague and indistinct. Here, they are called black box function optimization problem (BBFOP). Then, inspired by the mechanism of neuroendocrine system regulating immune system, BP neural network modified immune optimization algorithm (NN-MIA) is proposed. NN-MIA consists of two phases: the first phase is training BP neural network with expected precision to confirm input-output relationship and the other phase is immune optimization phase, whose aim is to search global optima. BP neural network fitting without expected fitting precision could be replaced with polynomial fitting or other fitting methods within expected fitting precision. Experimental simulation confirms global optimization capability of MIA and the practical application of BBFOP optimization method.