A kriging-based constrained global optimization algorithm for expensive black-box functions with infeasible initial points

DOI10.1007/S10898-016-0455-ZzbMath1359.90105OpenAlexW2476952809MaRDI QIDQ506469

Jianjun Zhao, Yaohui Li, Yi-Zhong Wu, Li-Ping Chen

Publication date: 1 February 2017

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-016-0455-z

zbMATH Keywords

krigingconstrained global optimizationblack-box functionssurrogate modelsinfill search criterion

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26)

Related Items (4)

Accelerated random search for constrained global optimization assisted by radial basis function surrogates ⋮ Efficient global optimization for high-dimensional constrained problems by using the Kriging models combined with the partial least squares method ⋮ Kriging-based unconstrained global optimization through multi-point sampling ⋮ SMGO-\(\Delta\): balancing caution and reward in global optimization with black-box constraints

Uses Software

• DACE
• SPACE
• EGO

Cites Work

• Unnamed Item
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• Global optimization of costly nonconvex functions using radial basis functions
• Global optimization of stochastic black-box systems via sequential kriging meta-models

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