Worst-case robust optimization based on an adaptive incremental Kriging metamodel

Jie Han, Yuxuan Zheng, Kai Wang, Chunhua Yang, Xin Yuan

Abstract: Highlights•A computational complexity reduction method for min–max robust problems is proposed.•State transition algorithm is investigated for outer optimization.•An adaptive incremental Kriging metamodel is proposed for inner optimization.•An preferential selection strategy is designed to screen candidate solutions.