Handling of Constraints in Efficient Global Optimization

DOI10.1142/S0219876220500334MaRDI QIDQ4987284zbMATH OpenOpenAlexFDO

Authors Hu Wang, Wei Hu, Enying Li

Publication date 3 May 2021

Published in International Journal of Computational Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0219876220500334

zbMATH Keywords

constrained optimizationefficient global optimization (EGO)infeasible sample pointsleast squares support vector regression (LSSVR)surrogate-assisted optimization (SAO)

Mathematics Subject Classification ID

Computer science (68-XX) Operations research, mathematical programming (90-XX)

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Cites work

• A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code
• A note on the Griewank test function
• A taxonomy of global optimization methods based on response surfaces
• An improved approach for estimating the hyperparameters of the Kriging model for high-dimensional problems through the partial least squares method
• Analysis of multi-objective Kriging-based methods for constrained global optimization
• Constrained efficient global optimization with support vector machines
• Design and analysis of computer experiments. With comments and a rejoinder by the authors
• Differential evolution -- a simple and efficient heuristic for global optimization over continuous spaces
• Efficient global optimization of expensive black-box functions
• Enhancing infill sampling criteria for surrogate-based constrained optimization
• GOSAC: global optimization with surrogate approximation of constraints
• scientific article; zbMATH DE number 124386 (Why is no real title available?)
• scientific article; zbMATH DE number 1735137 (Why is no real title available?)
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• Pseudo expected improvement criterion for parallel EGO algorithm
• Sequential model based optimization of partially defined functions under unknown constraints
• Surrogate-assisted classification-collaboration differential evolution for expensive constrained optimization problems
• Test examples for nonlinear programming codes

Cited in

(4)

• How efficient is a global constraint in practice? A fair experimental framework
• Global optimization with a limited solution time
• Implicit constraints handling for efficient search of feasible solutions
• Constraint aggregation for rigorous global optimization

Describes a project that uses

Uses Software

• EGO

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