메뉴 건너뛰기




Volumn 56, Issue 2, 2013, Pages 669-689

Efficient global optimization algorithm assisted by multiple surrogate techniques

Author keywords

Efficient global optimization algorithm; Kriging; Multiple surrogates; Surrogate based optimization

Indexed keywords

EFFICIENT GLOBAL OPTIMIZATION; KRIGING; MULTIPLE SURROGATES; RADIAL BASIS NEURAL NETWORKS; SUPPORT VECTOR REGRESSION (SVR); SURROGATE-BASED OPTIMIZATION; UNCERTAINTY ESTIMATES; UNCERTAINTY ESTIMATORS;

EID: 84879009101     PISSN: 09255001     EISSN: 15732916     Source Type: Journal    
DOI: 10.1007/s10898-012-9892-5     Document Type: Conference Paper
Times cited : (239)

References (51)
  • 1
    • 3042592380 scopus 로고    scopus 로고
    • Mode-pursuing sampling method for global optimization on expensive black-box functions
    • 10.1080/03052150410001686486
    • Wang L., Shan S., Wang G.G.: Mode-pursuing sampling method for global optimization on expensive black-box functions. Eng. Optim. 36(4), 419-438 (2004)
    • (2004) Eng. Optim. , vol.36 , Issue.4 , pp. 419-438
    • Wang, L.1    Shan, S.2    Wang, G.G.3
  • 2
    • 25144463079 scopus 로고    scopus 로고
    • A user's guide to the brave new world of designing simulation experiments
    • 10.1287/ijoc.1050.0136
    • Kleijnen J.P.C., Sanchez S.M., Lucas T.W., Cioppa T.M.: A user's guide to the brave new world of designing simulation experiments. INFORMS J. Comput. 17(3), 263-289 (2005)
    • (2005) INFORMS J. Comput. , vol.17 , Issue.3 , pp. 263-289
    • Kleijnen, J.P.C.1    Sanchez, S.M.2    Lucas, T.W.3    Cioppa, T.M.4
  • 3
    • 27744559833 scopus 로고    scopus 로고
    • On the design of optimization strategies based on global response surface approximation models
    • 10.1007/s10898-004-6733-1
    • Sóbester A., Leary S., Keane A.: On the design of optimization strategies based on global response surface approximation models. J. Glob. Optim. 33(1), 31-59 (2005)
    • (2005) J. Glob. Optim. , vol.33 , Issue.1 , pp. 31-59
    • Sóbester, A.1    Leary, S.2    Keane, A.3
  • 5
    • 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. Aerosp. Sci. 45(1-3), 50-79 (2009)
    • (2009) Prog. Aerosp. Sci. , vol.45 , Issue.1-3 , pp. 50-79
    • Forrester, A.I.J.1    Keane, A.J.2
  • 7
    • 0000561424 scopus 로고    scopus 로고
    • Efficient global optimization of expensive black-box functions
    • 10.1023/A:1008306431147
    • Jones D.R., Schonlau M., Welch W.J.: Efficient global optimization of expensive black-box functions. J. Glob. Optim. 13(4), 455-492 (1998)
    • (1998) J. Glob. Optim. , vol.13 , Issue.4 , pp. 455-492
    • Jones, D.R.1    Schonlau, M.2    Welch, W.J.3
  • 9
    • 33644791173 scopus 로고    scopus 로고
    • Global optimization of stochastic black-box systems via sequential kriging meta-models
    • 10.1007/s10898-005-2454-3
    • Huang D., Allen T., Notz W., Zeng N.: Global optimization of stochastic black-box systems via sequential kriging meta-models. J. Glob. Optim. 34(3), 441-466 (2006)
    • (2006) J. Glob. Optim. , vol.34 , Issue.3 , pp. 441-466
    • Huang, D.1    Allen, T.2    Notz, W.3    Zeng, N.4
  • 10
    • 84865370537 scopus 로고    scopus 로고
    • An efficient sequential optimization approach based on the multivariate expected improvement criterion
    • 10.1080/08982110701621312
    • Henkenjohann N., Kunert J.: An efficient sequential optimization approach based on the multivariate expected improvement criterion. Qual. Eng. 19(4), 267-280 (2007)
    • (2007) Qual. Eng. , vol.19 , Issue.4 , pp. 267-280
    • Henkenjohann, N.1    Kunert, J.2
  • 11
    • 55749088599 scopus 로고    scopus 로고
    • Clustered multiple generalized expected improvement: A novel infill sampling criterion for surrogate models
    • IEEE, Hong Kong
    • Ponweiser, W., Wagner, T., Vincze, M.: Clustered multiple generalized expected improvement: a novel infill sampling criterion for surrogate models. In: IEEE Congress on Evolutionary Computation, pp. 3514-3521. IEEE, Hong Kong (2008)
    • (2008) IEEE Congress on Evolutionary Computation , pp. 3514-3521
    • Ponweiser, W.1    Wagner, T.2    Vincze, M.3
  • 12
    • 0035577808 scopus 로고    scopus 로고
    • A taxonomy of global optimization methods based on response surfaces
    • 10.1023/A:1012771025575
    • Jones D.R.: A taxonomy of global optimization methods based on response surfaces. J. Glob. Optim. 21(4), 345-383 (2001)
    • (2001) J. Glob. Optim. , vol.21 , Issue.4 , pp. 345-383
    • Jones, D.R.1
  • 14
    • 43649089118 scopus 로고    scopus 로고
    • Multiple surrogate modeling for axial compressor blade shape optimization
    • 10.2514/1.28999
    • Samad A., Kim K.Y., Goel T., Haftka R.T., Shyy W.: Multiple surrogate modeling for axial compressor blade shape optimization. J. Propuls. Power 24(2), 302-310 (2008)
    • (2008) J. Propuls. Power , vol.24 , Issue.2 , pp. 302-310
    • Samad, A.1    Kim, K.Y.2    Goel, T.3    Haftka, R.T.4    Shyy, W.5
  • 16
    • 70449364091 scopus 로고    scopus 로고
    • Evolutionary model type selection for global surrogate modeling
    • Gorissen D., Dhaene T., de Turck F.: Evolutionary model type selection for global surrogate modeling. J. Mach. Learn. Res. 10(1), 2039-2078 (2009)
    • (2009) J. Mach. Learn. Res. , vol.10 , Issue.1 , pp. 2039-2078
    • Gorissen, D.1    Dhaene, T.2    De Turck, F.3
  • 17
    • 78649648608 scopus 로고    scopus 로고
    • Surrogate modeling for characterizing the performance of dielectric barrier discharge plasma actuator
    • 10.1080/10618562.2010.521129
    • Cho Y.C., Jayaraman B., Viana F.A.C., Haftka R.T., Shyy W.: Surrogate modeling for characterizing the performance of dielectric barrier discharge plasma actuator. Int. J. Comput. Fluid Dyn. 24(7), 281-301 (2010)
    • (2010) Int. J. Comput. Fluid Dyn. , vol.24 , Issue.7 , pp. 281-301
    • Cho, Y.C.1    Jayaraman, B.2    Viana, F.A.C.3    Haftka, R.T.4    Shyy, W.5
  • 18
    • 0035269549 scopus 로고    scopus 로고
    • A radial basis function method for global optimization
    • 10.1023/A:1011255519438
    • Gutmann H.M.: A radial basis function method for global optimization. J. Glob. Optim. 19(3), 201-227 (2001)
    • (2001) J. Glob. Optim. , vol.19 , Issue.3 , pp. 201-227
    • Gutmann, H.M.1
  • 20
    • 17444414416 scopus 로고    scopus 로고
    • Use of kriging models to approximate deterministic computer models
    • 10.2514/1.8650
    • Martin J.D., Simpson T.W.: Use of kriging models to approximate deterministic computer models. AIAA J. 43(4), 853-863 (2005)
    • (2005) AIAA J. , vol.43 , Issue.4 , pp. 853-863
    • Martin, J.D.1    Simpson, T.W.2
  • 21
    • 0034094938 scopus 로고    scopus 로고
    • An alternative measure of the reliability of ordinary kriging estimates
    • 10.1023/A:1007577916868
    • Yamamoto J.K.: An alternative measure of the reliability of ordinary kriging estimates. Math. Geol. 32(4), 489-509 (2000)
    • (2000) Math. Geol. , vol.32 , Issue.4 , pp. 489-509
    • Yamamoto, J.K.1
  • 22
    • 33645242168 scopus 로고    scopus 로고
    • The correct kriging variance estimated by bootstrapping
    • 10.1057/palgrave.jors.2601997
    • den Hertog D., Kleijnen J.P.C., Siem A.Y.D.: The correct kriging variance estimated by bootstrapping. J. Oper. Res. Soc. 57(4), 400-409 (2006)
    • (2006) J. Oper. Res. Soc. , vol.57 , Issue.4 , pp. 400-409
    • Den Hertog, D.1    Kleijnen, J.P.C.2    Siem, A.Y.D.3
  • 26
    • 33646426415 scopus 로고    scopus 로고
    • Global response approximation with radial basis functions
    • 10.1080/03052150500422294
    • Fang H., Horstemeyer M.F.: Global response approximation with radial basis functions. Eng. Optim. 38(4), 407-424 (2006)
    • (2006) Eng. Optim. , vol.38 , Issue.4 , pp. 407-424
    • Fang, H.1    Horstemeyer, M.F.2
  • 27
    • 64749096531 scopus 로고    scopus 로고
    • Comparing three error criteria for selecting radial basis function network topology
    • 10.1016/j.cma.2009.02.016
    • Goel T., Stander N.: Comparing three error criteria for selecting radial basis function network topology. Comput. Methods Appl. Mech. Eng. 198(27-29), 2137-2150 (2009)
    • (2009) Comput. Methods Appl. Mech. Eng. , vol.198 , Issue.27-29 , pp. 2137-2150
    • Goel, T.1    Stander, N.2
  • 28
    • 0005996981 scopus 로고    scopus 로고
    • Algorithm 798: High-dimensional interpolation using the modified Shepard method
    • 10.1145/326147.326154
    • Berry M.W., Minser K.S.: Algorithm 798: high-dimensional interpolation using the modified Shepard method. ACM Trans. Math. Softw. 25(3), 353-366 (1999)
    • (1999) ACM Trans. Math. Softw. , vol.25 , Issue.3 , pp. 353-366
    • Berry, M.W.1    Minser, K.S.2
  • 29
    • 77957596661 scopus 로고    scopus 로고
    • Algorithm 905: Sheppack: modified Shepard algorithm for interpolation of scattered multivariate data
    • 10.1145/1824801.1824812
    • Thacker W.I., Zhang J., Watson L.T., Birch J.B., Iyer M.A., Berry M.W.: Algorithm 905: Sheppack: modified Shepard algorithm for interpolation of scattered multivariate data. ACM Trans. Math. Softw. 37(3), 1-20 (2010)
    • (2010) ACM Trans. Math. Softw. , vol.37 , Issue.3 , pp. 1-20
    • Thacker, W.I.1    Zhang, J.2    Watson, L.T.3    Birch, J.B.4    Iyer, M.A.5    Berry, M.W.6
  • 31
    • 4043137356 scopus 로고    scopus 로고
    • A tutorial on support vector regression
    • 10.1023/B:STCO.0000035301.49549.88
    • Smola A.J., Schölkopf B.: A tutorial on support vector regression. Stat. Comput. 14(3), 199-222 (2004)
    • (2004) Stat. Comput. , vol.14 , Issue.3 , pp. 199-222
    • Smola, A.J.1    Schölkopf, B.2
  • 33
    • 69949172900 scopus 로고    scopus 로고
    • Multiple surrogates: How cross-validation errors can help us to obtain the best predictor
    • 10.1007/s00158-008-0338-0
    • Viana F.A.C., Haftka R.T., Steffen V. Jr: Multiple surrogates: how cross-validation errors can help us to obtain the best predictor. Struct. Multidiscip. Optim. 39(4), 439-457 (2009)
    • (2009) Struct. Multidiscip. Optim. , vol.39 , Issue.4 , pp. 439-457
    • Viana, F.A.C.1    Haftka, R.T.2    Steffen, Jr.V.3
  • 35
    • 0003876171 scopus 로고    scopus 로고
    • MathWorks contributors The MathWorks, Inc, Natick, MA, USA, version 7.0 release 14 edn.
    • MathWorks contributors: MATLAB The language of technical computing. The MathWorks, Inc, Natick, MA, USA, version 7.0 release 14 edn. (2004)
    • (2004) MATLAB the Language of Technical Computing
  • 37
    • 84861345258 scopus 로고    scopus 로고
    • Gainesville, FL, USA, version 3.0 edn.
    • Viana, F.A.C.: SURROGATES Toolbox User's Guide. Gainesville, FL, USA, version 3.0 edn. (2011). Available at http://sites.google.com/site/ felipeacviana/surrogatestoolbox
    • (2011) SURROGATES Toolbox User's Guide
    • Viana, F.A.C.1
  • 40
    • 0346250790 scopus 로고    scopus 로고
    • Practical selection of svm parameters and noise estimation for svm regression
    • 10.1016/S0893-6080(03)00169-2
    • Cherkassky V., Ma Y.: Practical selection of svm parameters and noise estimation for svm regression. Neural Netw. 17(1), 113-126 (2004)
    • (2004) Neural Netw. , vol.17 , Issue.1 , pp. 113-126
    • Cherkassky, V.1    Ma, Y.2
  • 43
    • 0018468345 scopus 로고
    • A comparison of three methods for selecting values of input variables from a computer code
    • McKay M.D., Beckman R.J., Conover W.J.: A comparison of three methods for selecting values of input variables from a computer code. Technometrics 21(2), 239-245 (1979)
    • (1979) Technometrics , vol.21 , Issue.2 , pp. 239-245
    • McKay, M.D.1    Beckman, R.J.2    Conover, W.J.3
  • 45
    • 0142000477 scopus 로고    scopus 로고
    • Differential evolution - A simple and efficient heuristic for global optimization over continuous spaces
    • 10.1023/A:1008202821328
    • Storn R., Price K.: Differential evolution - a simple and efficient heuristic for global optimization over continuous spaces. J. Glob. Optim. 11(4), 341-359 (1997)
    • (1997) J. Glob. Optim. , vol.11 , Issue.4 , pp. 341-359
    • Storn, R.1    Price, K.2
  • 46
    • 34547747973 scopus 로고    scopus 로고
    • Improved global convergence probability using multiple independent optimizations
    • 10.1002/nme.1960
    • Schutte J.F., Haftka R.T., Fregly B.J.: Improved global convergence probability using multiple independent optimizations. Int. J. Numer. Methods Eng. 71(6), 678-702 (2007)
    • (2007) Int. J. Numer. Methods Eng. , vol.71 , Issue.6 , pp. 678-702
    • Schutte, J.F.1    Haftka, R.T.2    Fregly, B.J.3
  • 47
    • 73649132299 scopus 로고    scopus 로고
    • Cross validation can estimate how well prediction variance correlates with error
    • 10.2514/1.42162
    • Viana F.A.C., Haftka R.T.: Cross validation can estimate how well prediction variance correlates with error. AIAA J. 47(9), 2266-2270 (2009)
    • (2009) AIAA J. , vol.47 , Issue.9 , pp. 2266-2270
    • Viana, F.A.C.1    Haftka, R.T.2
  • 48
    • 0036806493 scopus 로고    scopus 로고
    • Computationally inexpensive metamodel assessment strategies
    • 10.2514/2.1538
    • Meckesheimer M., Booker A.J., Barton R.R., Simpson T.W.: Computationally inexpensive metamodel assessment strategies. AIAA J. 40(10), 2053-2060 (2002)
    • (2002) AIAA J. , vol.40 , Issue.10 , pp. 2053-2060
    • Meckesheimer, M.1    Booker, A.J.2    Barton, R.R.3    Simpson, T.W.4
  • 49
    • 84950445313 scopus 로고
    • Cross-validation of regression models
    • 10.1080/01621459.1984.10478083
    • Picard R.R., Cook R.D.: Cross-validation of regression models. J. Am. Stat. Assoc. 79(387), 575-583 (1984)
    • (1984) J. Am. Stat. Assoc. , vol.79 , Issue.387 , pp. 575-583
    • Picard, R.R.1    Cook, R.D.2
  • 50
    • 33644860703 scopus 로고    scopus 로고
    • Bias in error estimation when using cross-validation for model selection
    • Varma S., Simon R.: Bias in error estimation when using cross-validation for model selection. BMC Bioinf. 7(91), 1290-1300 (2006)
    • (2006) BMC Bioinf. , vol.7 , Issue.91 , pp. 1290-1300
    • Varma, S.1    Simon, R.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.