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A surrogate model based global optimization method
University West, Department of Engineering Science, Division of Mechanical Engineering and Natural Sciences.ORCID iD: 0000-0001-9748-1362
University West, Department of Engineering Science, Division of Mechanical Engineering and Natural Sciences.
2008 (English)In: 38th International Conference on Computers and Industrial Engineering 2008, 2008, 226-232 p.Conference paper (Refereed)
Abstract [en]

A new surrogate model based algorithm for global optimization is derived. A metamodel such as a kriging model or a radial basis function model is used to build an interpolant of the objective function. Evaluation points are chosen in such a way that local search and global exploration is balanced. Instead of putting the next point exactly where it is most likely to find the global optimum, the new method also prepares for steps to come by minimizing the total uncertainty of the interpolated function within the most interesting areas of the search space.

Place, publisher, year, edition, pages
2008. 226-232 p.
Keyword [en]
Kriging, Meta mode, ; Response surface, Sampling strategies, Surrogate model
National Category
Computational Mathematics
Research subject
ENGINEERING, Mathematics
Identifiers
URN: urn:nbn:se:hv:diva-10004ISBN: 978-162748682-8OAI: oai:DiVA.org:hv-10004DiVA: diva2:1037575
Conference
38th International Conference on Computers and Industrial Engineering 2008; Beijing; China; 31 October 2008 through 2 November 2008; Code 101000
Available from: 2016-10-17 Created: 2016-10-17 Last updated: 2016-10-17Bibliographically approved

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Lindström, DavidEriksson, Kenneth
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ReferencesLink to record
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