Surrogate-based feasibility analysis for black-box stochastic simulations with heteroscedastic noise

DOI10.1007/S10898-018-0615-4MaRDI QIDQ1668809zbMATH OpenOpenAlexFDO

Authors Zilong Wang, Marianthi Ierapetritou

Publication date 29 August 2018

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

Full work available at URL https://doi.org/10.1007/s10898-018-0615-4

zbMATH Keywords

adaptive samplingstochastic simulationstochastic Krigingfeasibility analysissurrogate modeling

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Minimax problems in mathematical programming (90C47)

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Cites work

• scientific article; zbMATH DE number 3487202 (Why is no real title available?)
• scientific article; zbMATH DE number 6869269 (Why is no real title available?)
• Comparison of Kriging-based algorithms for simulation optimization with heterogeneous noise
• Efficient global optimization of expensive black-box functions
• Exploring or reducing noise? A global optimization algorithm in the presence of noise
• Global optimization of stochastic black-box systems via sequential kriging meta-models
• Kriging metamodeling in simulation: a review
• Sequential design strategies for mean response surface metamodeling via stochastic kriging with adaptive exploration and exploitation
• Statistics for spatial data
• Stochastic kriging for simulation metamodeling

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• EGO

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