Numerical Optimization Using Computer Experiments
INSTITUTE FOR COMPUTER APPLICATIONS IN SCIENCE AND ENGINEERING HAMPTON VA
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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.
- Statistics and Probability
- Computer Programming and Software