Optimization of expensive black-box problems via gradient-enhanced Kriging

DOI10.1016/j.cma.2020.112861zbMath1439.90078MaRDI QIDQ2310272

Yanyan Li

Publication date: 6 April 2020

Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cma.2020.112861

zbMATH Keywords

Gaussian processes; surrogate-based optimization; gradient-enhanced Kriging; infill criterion

Mathematics Subject Classification ID

62K05: Optimal statistical designs

90C26: Nonconvex programming, global optimization

90C56: Derivative-free methods and methods using generalized derivatives

60G25: Prediction theory (aspects of stochastic processes)

Uses Software

• DACE
• SPACE
• EGO
• SU2
• JADE