메뉴 건너뛰기




Volumn 54, Issue 1, 2012, Pages 59-73

Expected improvement in efficient global optimization through bootstrapped kriging

Author keywords

Bootstrap; Kriging; Optimization; Simulation

Indexed keywords

BOOTSTRAP; CAMEL BACKS; COMPUTER CODES; DESIGN AND ANALYSIS; EFFICIENT GLOBAL OPTIMIZATION; EXPECTED IMPROVEMENTS; GAUSSIAN PROCESSES; GLOBAL OPTIMIZER; GLOBAL OPTIMUM; HARTMANN; INPUT/OUTPUT DATUM; KRIGING; SIMULATION; SIMULATION MODEL; SPATIAL CORRELATIONS; TEST FUNCTIONS;

EID: 84865139308     PISSN: 09255001     EISSN: 15732916     Source Type: Journal    
DOI: 10.1007/s10898-011-9741-y     Document Type: Article
Times cited : (105)

References (32)
  • 1
    • 0033242689 scopus 로고    scopus 로고
    • Estimating the prediction mean squared error in Gaussian stochastic processes with exponential correlation structure
    • 10.1111/1467-9469.00168
    • Abt M.: Estimating the prediction mean squared error in Gaussian stochastic processes with exponential correlation structure. Scand. J. Stat. 26(4), 563-578 (1999)
    • (1999) Scand. J. Stat. , vol.26 , Issue.4 , pp. 563-578
    • Abt, M.1
  • 2
    • 77951184800 scopus 로고    scopus 로고
    • Stochastic kriging for simulation metamodeling
    • 10.1287/opre.1090.0754
    • Ankenman B., Nelson B., Staum J.: Stochastic kriging for simulation metamodeling. Oper. Res. 58(2), 371-382 (2010)
    • (2010) Oper. Res. , vol.58 , Issue.2 , pp. 371-382
    • Ankenman, B.1    Nelson, B.2    Staum, J.3
  • 3
    • 84865137674 scopus 로고    scopus 로고
    • Convergence Rates of Efficient Global Optimization algorithms
    • Bull, A.D.: Convergence Rates of Efficient Global Optimization algorithms. Arxiv (2011)
    • (2011) Arxiv
    • Bull, A.D.1
  • 5
    • 78650074577 scopus 로고    scopus 로고
    • A Matrix-T approach to the sequential design of optimization experiments
    • (accepted 2010)
    • del Castillo, E., Santiago, E.: A Matrix-T approach to the sequential design of optimization experiments. IIE Trans. (accepted 2010)
    • IIE Trans
    • Del Castillo, E.1    Santiago, E.2
  • 6
    • 33645242168 scopus 로고    scopus 로고
    • The correct kriging variance estimated by bootstrapping
    • 10.1057/palgrave.jors.2601997
    • Den Hertog D., Kleijnen Siem A.Y.D.: The correct kriging variance estimated by bootstrapping. J. Oper. Res. Soc. 57, 400-409 (2006)
    • (2006) J. Oper. Res. Soc. , vol.57 , pp. 400-409
    • Den Hertog, D.1    Kleijnen Siem, A.Y.D.2
  • 8
    • 58549086381 scopus 로고    scopus 로고
    • Recent advances in surrogate-based optimization
    • 10.1016/j.paerosci.2008.11.001
    • Forrester A.I.J., Keane A.J.: Recent advances in surrogate-based optimization. Prog. Aearosp. Sci. 45(1-3), 50-79 (2009)
    • (2009) Prog. Aearosp. Sci. , vol.45 , Issue.13 , pp. 50-79
    • Forrester, A.I.J.1    Keane, A.J.2
  • 10
    • 79961084380 scopus 로고    scopus 로고
    • Learning with Dynamic Programming
    • J.J. Cochran L.A. Cox P. Keskinocak J.P. Kharoufeh J.C. Smith (eds). Wiley New York
    • Frazier, P.I. : Learning with Dynamic Programming. In: Cochran, J.J., Cox, L.A., Keskinocak, P., Kharoufeh, J.P., Smith, J.C. (eds.)Wiley Encyclopedia of Operations Research and Management Science, Wiley, New York (2011)
    • (2011) Wiley Encyclopedia of Operations Research and Management Science
    • Frazier, P.I.1
  • 11
    • 70449498873 scopus 로고    scopus 로고
    • The knowledge-gradient policy for correlated normal beliefs
    • Frazier, P., Powell, W., Dayanik, S.: The knowledge-gradient policy for correlated normal beliefs. INFORMS J. Comput. (2009)
    • (2009) INFORMS J. Comput.
    • Frazier, P.1    Powell, W.2    Dayanik, S.3
  • 12
    • 50549085400 scopus 로고    scopus 로고
    • Are we there yet? the marriage between simulation & optimization
    • Fu M.C.: Are we there yet? The marriage between simulation & optimization. OR/MS Today 34, 16-17 (2007)
    • (2007) OR/MS Today , vol.34 , pp. 16-17
    • Fu, M.C.1
  • 15
    • 0000561424 scopus 로고    scopus 로고
    • Efficient Global Optimization of Expensive Black-Box Functions
    • Jones D.R., Schonlau M., Welch W.J.: Efficient global optimization of expensive black-box functions. J. Global Optim. 13, 455-492 (1998) (Pubitemid 128507405)
    • (1998) Journal of Global Optimization , vol.13 , Issue.4 , pp. 455-492
    • Jones, D.R.1    Schonlau, M.2    Welch, W.J.3
  • 16
    • 38149140670 scopus 로고    scopus 로고
    • Springer (Chinese translation: published by Publishing House of Electronics Industry, Beijing, 2010)
    • Kleijnen, J.P.C.: Design and Analysis of Simulation Experiments.Springer (Chinese translation: published by Publishing House of Electronics Industry, Beijing, 2010) (2008)
    • (2008) Design and Analysis of Simulation Experiments
    • Kleijnen, J.P.C.1
  • 17
    • 70349746981 scopus 로고    scopus 로고
    • Constrained optimization in simulation: A novel approach
    • 10.1016/j.ejor.2009.05.002
    • Kleijnen J.P.C., Van Beers W., Van Nieuwenhuyse I.: Constrained optimization in simulation: a novel approach. EJOR 202, 164-174 (2010)
    • (2010) EJOR , vol.202 , pp. 164-174
    • Kleijnen, J.P.C.1    Van Beers, W.2    Van Nieuwenhuyse, I.3
  • 18
    • 70549096873 scopus 로고    scopus 로고
    • Choosing the sample size of a computer experiment: A practical guide
    • 10.1198/TECH.2009.08040
    • Loeppky J. L., Sacks J., Welch W.: Choosing the sample size of a computer experiment: a practical guide. Technometrics 51, 366-376 (2009)
    • (2009) Technometrics , vol.51 , pp. 366-376
    • Loeppky, J.L.1    Sacks, J.2    Welch, W.3
  • 20
    • 17444414416 scopus 로고    scopus 로고
    • Use of kriging models to approximate deterministic computer models
    • Martin J.D., Simpson T.W.: On the use of kriging models to approximate deterministic computer models. AIAA J. 43(4), 853-863 (2005) (Pubitemid 40611902)
    • (2005) AIAA Journal , vol.43 , Issue.4 , pp. 853-863
    • Martin, J.D.1    Simpson, T.W.2
  • 21
    • 84865114347 scopus 로고    scopus 로고
    • Towards an optimal design equivalence theorem for random fields?
    • Department of Applied Statistics, Johannes Kepler University Linz, Linz, Austria
    • Müller, W. G., Pronzato, L.: Towards an optimal design equivalence theorem for random fields? IFAS Research Paper Series No. 2009-45, Department of Applied Statistics, Johannes Kepler University Linz, Linz, Austria (2009)
    • (2009) IFAS Research Paper Series No. 2009-45 , vol.2009 , Issue.45
    • Müller, W.G.1    Pronzato, L.2
  • 23
    • 84865114348 scopus 로고    scopus 로고
    • Noisy Expected Improvement and on-line computation time allocation for the optimization of simulators with tunable fidelity
    • September 6-9, 2010, Lisbon, Portugal
    • Picheny, V., Ginsbourger, D., Richet, Y.: Noisy Expected Improvement and on-line computation time allocation for the optimization of simulators with tunable fidelity. In: 2nd International Conference on Engineering Optimization, September 6-9, 2010, Lisbon, Portugal (2010)
    • (2010) 2nd International Conference on Engineering Optimization
    • Picheny, V.1    Ginsbourger, D.2    Richet, Y.3
  • 24
    • 78149285658 scopus 로고    scopus 로고
    • Stochastic radial basis function algorithms for large-scale optimization involving expensive black-box objective and constraint functions
    • 10.1016/j.cor.2010.09.013
    • Regis R.G.: Stochastic radial basis function algorithms for large-scale optimization involving expensive black-box objective and constraint functions. Comput. & OR 38, 837-853 (2011)
    • (2011) Comput. & or , vol.38 , pp. 837-853
    • Regis, R.G.1
  • 25
    • 84972517827 scopus 로고
    • Design and analysis of computer experiments (includes comments and rejoinder)
    • 10.1214/ss/1177012413
    • Sacks J., Welch W.J., Mitchell T.J., Wynn H.P.: Design and analysis of computer experiments (includes comments and rejoinder). Stat. Sci. 4(4), 409-435 (1989)
    • (1989) Stat. Sci. , vol.4 , Issue.4 , pp. 409-435
    • Sacks, J.1    Welch, W.J.2    Mitchell, T.J.3    Wynn, H.P.4
  • 27
    • 0036588666 scopus 로고    scopus 로고
    • Exploration of metamodeling sampling criteria for constrained global optimization
    • DOI 10.1080/03052150211751
    • Sasena M.J, Papalambros P., Goovaerts P.: Exploration of metamodeling sampling criteria for constrained global optimization. Eng. Optimiz. 34(3), 263-278 (2002) (Pubitemid 35263141)
    • (2002) Engineering Optimization , vol.34 , Issue.3 , pp. 263-278
    • Sasena, M.J.1    Papalambros, P.2    Goovaerts, P.3
  • 29
    • 4043049546 scopus 로고    scopus 로고
    • Approximation methods in multidisciplinary analysis and optimization: A panel discussion
    • 10.1007/s00158-004-0389-9
    • Simpson T.W., Booker A.J., Ghosh D., Giunta A.A., Koch P.N., Yang R.-J.: Approximation methods in multidisciplinary analysis and optimization: a panel discussion. Struct. Multidiscip. O. 27(5), 302-313 (2004)
    • (2004) Struct. Multidiscip. O. , vol.27 , Issue.5 , pp. 302-313
    • Simpson, T.W.1    Booker, A.J.2    Ghosh, D.3    Giunta, A.A.4    Koch, P.N.5    Yang, R.-J.6
  • 31
    • 59449099235 scopus 로고    scopus 로고
    • Global optimization of expensive-to-evaluate functions: An empirical comparison of two sampling criteria
    • 10.1007/s10898-008-9313-y
    • Villemonteix J., Vazquez E., Sidorkiewicz M., Walter E.: Global optimization of expensive-to-evaluate functions: an empirical comparison of two sampling criteria. J. Global Optim 43(2-3), 373-389 (2009)
    • (2009) J. Global Optim , vol.43 , Issue.23 , pp. 373-389
    • Villemonteix, J.1    Vazquez, E.2    Sidorkiewicz, M.3    Walter, E.4
  • 32
    • 79951634023 scopus 로고    scopus 로고
    • Yin J. Ng S.H. Ng K.M. Johansson, B., Jain, S., Montoya-Torres, J., Hugan, J., Yücesan, E. (eds.), Pres. 2010 WSC
    • Yin, J., Ng, S.H., Ng, K.M.: A Bayesian metamodeling approach for stochastic simulations. In: Johansson, B., Jain, S., Montoya-Torres, J., Hugan, J., Yücesan, E. (eds.), Pres. 2010 WSC, pp. 1055-1066 (2010)
    • (2010) A Bayesian Metamodeling Approach for Stochastic Simulations , pp. 1055-1066


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.