A multifidelity gradient-free optimization method and application to aerodynamic design

12th AIAA/ISSMO Multidisciplinary Analysis and Optimization Conference, MAO

Volumn , Issue , 2008, Pages

  Rajnarayan, Dev ^a   Haas, Alex ^a   Kroo, Ilan ^a  

^a Stanford University   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

GLOBAL OPTIMIZATION;

APPLICATION PROBLEMS; CONVENTIONAL TECHNIQUES; ENGINEERING DESIGN OPTIMIZATION; EXPECTED IMPROVEMENTS; GLOBAL OPTIMIZATION METHOD; GRADIENT INFORMATIONS; GRADIENT-FREE OPTIMIZATIONS; MULTI-FIDELITY ANALYSIS;

DESIGN;

EID: 78049505464     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.2514/6.2008-6020     Document Type: Conference Paper

References (19)

1. Mockus, J., Tiesis, V., and Zilinskas, A., "The Application of Bayesian Methods for Seeking the Extremum," Towards Global Optimization, Vol. 2, 1978, pp. 117-129.
2. Mockus, J., "Application of Bayesian Approach to Numerical Methods of Global and Stochastic Optimization," Journal of Global Optimization, Vol. 4, 1994, pp. 347-365.
3. Jones, D. R., Schonlau, M., and Welch, W. J., "Efficient Global Optimization of Expensive Black-Box Functions," Journal of Global Optimization, Vol. 13, 1998, pp. 455-492.
4. Schonlau, M., Welch, W. J., and Jones, D. R., "Global Versus Local Search in Constrained Optimization of Global Versus Local Search in Constrained Optimization of Computer Models," Technical Report 83, National Institute of Statistical Sciences, March 1998.
5. Sóbester, A., Leary, S. J., and Keane, A. J., "On the Design of Optimization Strategies Based on Global Response Surface Approximation Models," Journal of Global Optimization, Vol. 33, 2005, pp. 31-59.
6. Jones, D. R., "A Taxonomy of Global Optimization Methods Based on Response Surfaces," Journal of Global Optimization, Vol. 21, 2001, pp. 345-383.
7. th AIAA/ISSMO Multidisciplinary Analysis and Optimization Conference, No. AIAA 2004-4371 in AIAA Paper, 2004.
8. Alexandrov, N., Dennis, J., Lewis, M., and Torczon, V., "A Trust Region Framework for Managing the Use of Approximation Models in Optimization," Tech. Rep. NASA/CR-201745, NASA, 1997.
9. Eldred, M. and Dunlavy, D. M., "Formulations for Surrogate-Based Optimization with Data-Fit, Multifidelity and Reduced-Order Models," Proceedings of the 11th AIAA/ISSMO Multidisciplinary Analysis and Optimization Conference, No. 2006-7117 in AIAA Paper, 2006.
10. Booker, A. J., Dennis Jr., J. E., Frank, P. D., Serafini, D. B., Torczon, V., and Trosset, M. W., "A Rigorous Framework for Optimization of Expensive Functions by Surrogates," Structural Optimization, Vol. 17, 1999, pp. 1-13.
11. Rasmussen, C. E. and Williams, C. K. I., Gaussian Processes for Machine Learning, MIT Press, 2006.
12. th AIAA/USAF/NASA/ISSMO Symposium on Multidisciplinary Analysis and Optimization, 2000.
13. Rodríguez, J. F., Renaud, J., and Watson, L., "Convergence of Trust Region Augmented Lagrangian Methods Using Variable-Fidelity Approximation Data," Structural Optimization, Vol. 15, No. 3-4, 1998, pp. 141-156.
14. Wolpert, D. H. and Rajnarayan, D., "Parametric Learning and Monte Carlo Optimization," Available at http://arxiv.org/abs/0704.1274.
15. th AIAA/ISSMO Multidisciplinary Analysis and Optimization Conference, Portsmouth, VA., No. AIAA-2006-7033, 2006.
16. th AIAA/ASME/ASCE/AHS/ASC Structures, Structural Dynamics, and Materials Conference, Honolulu, Hawaii., No. AIAA-2007-1975, 2007.
17. Dixon, L. C. W. and Szegö, G. P., "The Global Optimisation Problem: An Introduction," Towards Global Optimization, Vol. 2, 1978, pp. 1-15.
18. Magnus, A. and Epton, M., "PANAIR: A Computer Program for Predicting Subsonic Or Supersonic linear potential flows about arbitrary configurations using a higher order panel method," Tech. Rep. CR-3251, NASA, 1980.
19. Akima, H., "A method of Univariate Interpolation that Has the Accuracy of a Third-Degree Polynomial," Association for Computing Machinery Transactions on Mathmatical Software, Vol. 17, No. 3, 1991, pp. 341-366.