Accession Number:

ADA329501

Title:

Numerical Optimization Using Computer Experiments

Descriptive Note:

Corporate Author:

INSTITUTE FOR COMPUTER APPLICATIONS IN SCIENCE AND ENGINEERING HAMPTON VA

Report Date:

1997-08-01

Pagination or Media Count:

16.0

Abstract:

Engineering design optimization often gives rise to problems in which expensive objective functions are minimized by derivative free methods. We propose a method for solving such problems that synthesizes ideas from the numerical optimization and computer experiment literatures. Our approach relies on kriging known function values to construct a sequence of surrogate models of the objective function that are used to guide a grid search for a minimizer. Results from numerical experiments on a standard test problem are presented.

Subject Categories:

  • Statistics and Probability
  • Computer Programming and Software

Distribution Statement:

APPROVED FOR PUBLIC RELEASE