메뉴 건너뛰기




Volumn 56, Issue 4, 2013, Pages 1719-1753

A quasi-multistart framework for global optimization of expensive functions using response surface models

Author keywords

Black box function; Expensive function; Function approximation; Global optimization; Multistart; Radial basis function; Response surface model; Surrogate model; Watershed calibration

Indexed keywords

BLACK-BOX FUNCTIONS; EXPENSIVE FUNCTION; FUNCTION APPROXIMATION; MULTISTART; RADIAL BASIS FUNCTIONS; RESPONSE SURFACE MODELS; SURROGATE MODEL;

EID: 84880770433     PISSN: 09255001     EISSN: 15732916     Source Type: Journal    
DOI: 10.1007/s10898-012-9940-1     Document Type: Conference Paper
Times cited : (73)

References (49)
  • 2
    • 34249065184 scopus 로고    scopus 로고
    • Convergence of mesh adaptive direct search to second-order stationary points
    • 10.1137/050638382
    • Abramson M.A.; Audet C.: Convergence of mesh adaptive direct search to second-order stationary points. SIAM J. Optim. 17(2), 606-619 (2006)
    • (2006) SIAM J. Optim. , vol.17 , Issue.2 , pp. 606-619
    • Abramson, M.A.1    Audet, C.2
  • 3
    • 67649998988 scopus 로고    scopus 로고
    • A response surface approach to beam orientation optimization in intensity modulated radiation therapy treatment planning
    • 10.1287/ijoc.1080.0279
    • Aleman D.M.; Romeijn H.E.; Dempsey J.F.: A response surface approach to beam orientation optimization in intensity modulated radiation therapy treatment planning. INFORMS J. Comput. 21, 62-76 (2009)
    • (2009) INFORMS J. Comput. , vol.21 , pp. 62-76
    • Aleman, D.M.1    Romeijn, H.E.2    Dempsey, J.F.3
  • 4
    • 33750265086 scopus 로고    scopus 로고
    • Mesh adaptive direct search algorithms for constrained optimization
    • 10.1137/040603371
    • Audet C.; Dennis J.E. Jr.: Mesh adaptive direct search algorithms for constrained optimization. SIAM J. Optim. 17(2), 188-217 (2006)
    • (2006) SIAM J. Optim. , vol.17 , Issue.2 , pp. 188-217
    • Audet, C.1    Dennis, Jr.J.E.2
  • 5
    • 0008284021 scopus 로고    scopus 로고
    • Global optimization of costly nonconvex functions using radial basis functions
    • 10.1023/A:1011584207202
    • Björkman M.; Holmström K.: Global optimization of costly nonconvex functions using radial basis functions. Optim. Eng. 1, 373-397 (2000)
    • (2000) Optim. Eng. , vol.1 , pp. 373-397
    • Björkman, M.1    Holmström, K.2
  • 8
    • 3042799255 scopus 로고    scopus 로고
    • Cambridge University Press Cambridge 10.1017/CBO9780511543241
    • Buhmann M.D.: Radial Basis Functions. Cambridge University Press, Cambridge (2003)
    • (2003) Radial Basis Functions
    • Buhmann, M.D.1
  • 12
    • 0001510138 scopus 로고
    • Nonlinear parameter estimation by global optimization - Efficiency and reliability
    • Csendes T.: Nonlinear parameter estimation by global optimization - efficiency and reliability. Acta Cybern. 8, 361-370 (1988)
    • (1988) Acta Cybern. , vol.8 , pp. 361-370
    • Csendes, T.1
  • 13
    • 0012936468 scopus 로고
    • The global optimization problem: An introduction
    • L.C.W. Dixon G. Szegö (eds) North-Holland Amsterdam
    • Dixon L.C.W.; Szegö G.: The global optimization problem: an introduction. In: Dixon, L.C.W.; Szegö, G. (eds) Towards Global Optimization, vol. 2, pp. 1-15. North-Holland, Amsterdam (1978)
    • (1978) Towards Global Optimization, Vol. 2 , pp. 1-15
    • Dixon, L.C.W.1    Szegö, G.2
  • 14
    • 59449090850 scopus 로고    scopus 로고
    • Improved scatter search for the global optimization of computationally expensive dynamic models
    • 10.1007/s10898-007-9172-y
    • Egea J.A.; Vazquez E.; Banga J.R.; Marti R.: Improved scatter search for the global optimization of computationally expensive dynamic models. J. Global Optim. 43(2-3), 175-190 (2009)
    • (2009) J. Global Optim. , vol.43 , Issue.2-3 , pp. 175-190
    • Egea, J.A.1    Vazquez, E.2    Banga, J.R.3    Marti, R.4
  • 16
    • 0031247845 scopus 로고    scopus 로고
    • Aircraft multidisciplinary design optimisation using design of experiments theory and response surface modelling
    • Giunta A.A.; Balabanov V.; Haim D.; Grossman B.; Mason W.H.; Watson L.T.; Haftka R.T.: Aircraft multidisciplinary design optimisation using design of experiments theory and response surface modelling. Aeronaut. J. 101(1008), 347-356 (1997)
    • (1997) Aeronaut. J. , vol.101 , Issue.1008 , pp. 347-356
    • Giunta, A.A.1    Balabanov, V.2    Haim, D.3    Grossman, B.4    Mason, W.H.5    Watson, L.T.6    Haftka, R.T.7
  • 17
    • 77949587087 scopus 로고    scopus 로고
    • A template for scatter search and path relinking
    • Hao, J.-K.; Lutton, E.; Ronald, E.; Schoenauer, M.; Snyers, D. (eds.) Springer, Berlin
    • Glover, F.: A template for scatter search and path relinking. In: Hao, J.-K.; Lutton, E.; Ronald, E.; Schoenauer, M.; Snyers, D. (eds.) Artificial Evolution, Lecture Notes in Computer Science, vol. 1363, pp. 13-54. Springer, Berlin (1998)
    • (1998) Artificial Evolution, Lecture Notes in Computer Science , vol.1363 , pp. 13-54
    • Glover, F.1
  • 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. Global Optim. 19(3), 201-227 (2001)
    • (2001) J. Global Optim. , vol.19 , Issue.3 , pp. 201-227
    • Gutmann, H.-M.1
  • 19
    • 47249095410 scopus 로고    scopus 로고
    • An adaptive radial basis algorithm (ARBF) for expensive black-box global optimization
    • 10.1007/s10898-007-9256-8
    • Holmström K.: An adaptive radial basis algorithm (ARBF) for expensive black-box global optimization. J. Global Optim. 41(3), 447-464 (2008)
    • (2008) J. Global Optim. , vol.41 , Issue.3 , pp. 447-464
    • Holmström, K.1
  • 20
    • 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.T.; Notz W.I.; Zeng N.: Global optimization of stochastic black-box systems via sequential kriging meta-models. J. Global Optim. 34(3), 441-466 (2006)
    • (2006) J. Global Optim. , vol.34 , Issue.3 , pp. 441-466
    • Huang, D.1    Allen, T.T.2    Notz, W.I.3    Zeng, N.4
  • 21
    • 78649905283 scopus 로고    scopus 로고
    • A method for simulation based optimization using radial basis functions
    • 10.1007/s11081-009-9087-1
    • Jakobsson S.; Patriksson M.; Rudholm J.; Wojciechowski A.: A method for simulation based optimization using radial basis functions. Optim. Eng. 11(4), 501-532 (2009)
    • (2009) Optim. Eng. , vol.11 , Issue.4 , pp. 501-532
    • Jakobsson, S.1    Patriksson, M.2    Rudholm, J.3    Wojciechowski, A.4
  • 22
    • 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. Global Optim. 13(4), 455-492 (1998)
    • (1998) J. Global Optim. , vol.13 , Issue.4 , pp. 455-492
    • Jones, D.R.1    Schonlau, M.2    Welch, W.J.3
  • 24
    • 51649116012 scopus 로고    scopus 로고
    • Kriging metamodeling in simulation: A review
    • 10.1016/j.ejor.2007.10.013
    • Kleijnen J.P.C.: Kriging metamodeling in simulation: a review. Eur. J. Oper. Res. 192(3), 707-716 (2009)
    • (2009) Eur. J. Oper. Res. , vol.192 , Issue.3 , pp. 707-716
    • Kleijnen, J.P.C.1
  • 25
    • 0242667172 scopus 로고    scopus 로고
    • Optimization by direct search: New perspectives on some classical and modern methods
    • 10.1137/S003614450242889
    • Kolda T.G.; Lewis R.M.; Torczon V.: Optimization by direct search: new perspectives on some classical and modern methods. SIAM Rev. 45(3), 385-482 (2003)
    • (2003) SIAM Rev. , vol.45 , Issue.3 , pp. 385-482
    • Kolda, T.G.1    Lewis, R.M.2    Torczon, V.3
  • 27
    • 73649107863 scopus 로고    scopus 로고
    • Adaptive memory programming for constrained global optimization
    • 10.1016/j.cor.2009.11.006
    • Lasdon L.; Duarte A.; Glover F.; Laguna M.; Marti R.: Adaptive memory programming for constrained global optimization. Comput. Oper. Res. 37(8), 1500-1509 (2010)
    • (2010) Comput. Oper. Res. , vol.37 , Issue.8 , pp. 1500-1509
    • Lasdon, L.1    Duarte, A.2    Glover, F.3    Laguna, M.4    Marti, R.5
  • 29
    • 7244230335 scopus 로고    scopus 로고
    • Optimal aeroacoustic shape design using the surrogate management framework
    • 10.1023/B:OPTE.0000033376.89159.65
    • Marsden A.L.; Wang M.; Dennis J.E. Jr.; Moin P.: Optimal aeroacoustic shape design using the surrogate management framework. Optim. Eng. 5(2), 235-262 (2004)
    • (2004) Optim. Eng. , vol.5 , Issue.2 , pp. 235-262
    • Marsden, A.L.1    Wang, M.2    Dennis, Jr.J.E.3    Moin, P.4
  • 32
    • 77950795478 scopus 로고    scopus 로고
    • BOOSTERS: A derivative-free algorithm based on radial basis functions
    • Oeuvray R.; Bierlaire M.: BOOSTERS: a derivative-free algorithm based on radial basis functions. Int. J. Model. Simul. 29(1), 26-36 (2009)
    • (2009) Int. J. Model. Simul. , vol.29 , Issue.1 , pp. 26-36
    • Oeuvray, R.1    Bierlaire, M.2
  • 35
    • 0041711007 scopus 로고    scopus 로고
    • UOBYQA: Unconstrained optimization by quadratic approximation
    • 10.1007/s101070100290
    • Powell M.J.D.: UOBYQA: unconstrained optimization by quadratic approximation. Math. Program. 92, 555-582 (2002)
    • (2002) Math. Program. , vol.92 , pp. 555-582
    • Powell, M.J.D.1
  • 36
    • 33846538819 scopus 로고    scopus 로고
    • The NEWUOA software for unconstrained optimization without derivatives
    • G. Di Pillo M. Roma (eds) Springer USA 10.1007/0-387-30065-1-16
    • Powell M.J.D.: The NEWUOA software for unconstrained optimization without derivatives. In: Di Pillo, G.; Roma, M. (eds) Large-Scale Nonlinear Optimization, pp. 255-297. Springer, USA (2006)
    • (2006) Large-Scale Nonlinear Optimization , pp. 255-297
    • Powell, M.J.D.1
  • 37
    • 46849106023 scopus 로고    scopus 로고
    • A stochastic radial basis function method for the global optimization of expensive functions
    • 10.1287/ijoc.1060.0182
    • Regis R.G.; Shoemaker C.A.: A stochastic radial basis function method for the global optimization of expensive functions. INFORMS J. Comput. 19(4), 497-509 (2007)
    • (2007) INFORMS J. Comput. , vol.19 , Issue.4 , pp. 497-509
    • Regis, R.G.1    Shoemaker, C.A.2
  • 38
    • 33845330571 scopus 로고    scopus 로고
    • Improved strategies for radial basis function methods for global optimization
    • 10.1007/s10898-006-9040-1
    • Regis R.G.; Shoemaker C.A.: Improved strategies for radial basis function methods for global optimization. J. Global Optim. 37(1), 113-135 (2007)
    • (2007) J. Global Optim. , vol.37 , Issue.1 , pp. 113-135
    • Regis, R.G.1    Shoemaker, C.A.2
  • 39
    • 0023419959 scopus 로고
    • Stochastic global optimization methods, part II: Multi level methods
    • 10.1007/BF02592071
    • Rinnooy Kan A.H.G.; Timmer G.T.: Stochastic global optimization methods, part II: multi level methods. Math. Program. 39, 57-78 (1987)
    • (1987) Math. Program. , vol.39 , pp. 57-78
    • Rinnooy Kan, A.H.G.1    Timmer, G.T.2
  • 40
    • 84972517827 scopus 로고
    • Design and analysis of computer experiments
    • 10.1214/ss/1177012413
    • Sacks J.; Welch W.J.; Mitchell T.J.; Wynn H.P.: Design and analysis of computer experiments. Stat. Sci. 4, 409-435 (1989)
    • (1989) Stat. Sci. , vol.4 , pp. 409-435
    • Sacks, J.1    Welch, W.J.2    Mitchell, T.J.3    Wynn, H.P.4
  • 41
    • 0037661680 scopus 로고
    • A wide class of test functions for global optimization
    • 10.1007/BF01096734
    • Schoen F.: A wide class of test functions for global optimization. J. Global Optim. 3, 133-137 (1993)
    • (1993) J. Global Optim. , vol.3 , pp. 133-137
    • Schoen, F.1
  • 42
    • 65349151317 scopus 로고    scopus 로고
    • Extensions of a multistart clustering algorithm for constrained global optimization problems
    • 10.1021/ie800319m
    • Sendin J.O.H, Banga J.R.; Csendes T.: Extensions of a multistart clustering algorithm for constrained global optimization problems. Ind. Eng. Chem. Res. 48(6), 3014-3023 (2009)
    • (2009) Ind. Eng. Chem. Res. , vol.48 , Issue.6 , pp. 3014-3023
    • Sendin, O.H.1    Banga, J.R.2    Csendes, T.3
  • 43
    • 34249782862 scopus 로고    scopus 로고
    • Watershed calibration using multistart local optimization and evolutionary optimization with radial basis function approximation
    • 10.1623/hysj.52.3.450
    • Shoemaker C.A.; Regis R.G.; Fleming R.C.: Watershed calibration using multistart local optimization and evolutionary optimization with radial basis function approximation. Hydrol. Sci. J. 52(3), 450-465 (2007)
    • (2007) Hydrol. Sci. J. , vol.52 , Issue.3 , pp. 450-465
    • Shoemaker, C.A.1    Regis, R.G.2    Fleming, R.C.3
  • 44
    • 0035659213 scopus 로고    scopus 로고
    • Kriging metamodels for global approximation in simulation-based multidisciplinary design optimization
    • 10.2514/2.1234
    • Simpson T.W.; Mauery T.M.; Korte J.J.; Mistree F.: Kriging metamodels for global approximation in simulation-based multidisciplinary design optimization. AIAA J. 39(12), 2233-2241 (2001)
    • (2001) AIAA J. , vol.39 , Issue.12 , pp. 2233-2241
    • Simpson, T.W.1    Mauery, T.M.2    Korte, J.J.3    Mistree, F.4
  • 46
    • 61349157967 scopus 로고    scopus 로고
    • Scatter search and local NLP solvers: A multistart framework for global optimization
    • 10.1287/ijoc.1060.0175
    • Ugray Z.; Lasdon L.; Plummer J.; Glover F.; Kelley J.; Marti R.: Scatter search and local NLP solvers: a multistart framework for global optimization. INFORMS J. Comput. 19(3), 328-340 (2007)
    • (2007) INFORMS J. Comput. , vol.19 , Issue.3 , pp. 328-340
    • Ugray, Z.1    Lasdon, L.2    Plummer, J.3    Glover, F.4    Kelley, J.5    Marti, R.6
  • 48
    • 67650938640 scopus 로고    scopus 로고
    • An informational approach to the global optimization of expensive-to-evaluate functions
    • 10.1007/s10898-008-9354-2
    • Villemonteix J.; Vazquez E.; Walter E.: An informational approach to the global optimization of expensive-to-evaluate functions. J. Global Optim. 44(4), 509-534 (2009)
    • (2009) J. Global Optim. , vol.44 , Issue.4 , pp. 509-534
    • Villemonteix, J.1    Vazquez, E.2    Walter, E.3
  • 49
    • 0034259082 scopus 로고    scopus 로고
    • Algorithmic construction of optimal symmetric latin hypercube designs
    • 10.1016/S0378-3758(00)00105-1
    • Ye K.Q.; Li W.; Sudjianto A.: Algorithmic construction of optimal symmetric latin hypercube designs. J. Stat. Plan. Inference 90, 145-159 (2000)
    • (2000) J. Stat. Plan. Inference , vol.90 , pp. 145-159
    • Ye, K.Q.1    Li, W.2    Sudjianto, A.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.