Multi-fidelity design optimisation strategy under uncertainty with limited computational budget

DOI10.1007/S11081-020-09510-1zbMath1486.90190OpenAlexW3031591918MaRDI QIDQ2139153

Lucia Parussini, Mariapia Marchi, Péter Zénó Korondi, Carlo Poloni

Publication date: 17 May 2022

Published in: Optimization and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11081-020-09510-1

zbMATH Keywords

Gaussian process regressionco-krigingdesign optimisation under uncertaintymulti-fidelity learning

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Applications of mathematical programming (90C90) Multi-objective and goal programming (90C29) Nonlinear programming (90C30) Approximation methods and heuristics in mathematical programming (90C59)

Related Items (3)

Probabilistic neural data fusion for learning from an arbitrary number of multi-fidelity data sets ⋮ A latent variable approach for non-hierarchical multi-fidelity adaptive sampling ⋮ Use of low-fidelity models with machine-learning error correction for well placement optimization

Uses Software

• TAF
• EGO
• ParEGO

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Robust optimization - a comprehensive survey
• Efficient global optimization of expensive black-box functions
• Monte Carlo and quasi-Monte Carlo sampling
• Multi-fidelity optimization via surrogate modelling
• Recipes for adjoint code construction
• Predicting the output from a complex computer code when fast approximations are available
• POLYNOMIAL-CHAOS-BASED KRIGING
• Optimization Under Uncertainty Using the Generalized Inverse Distribution Function
• Advanced Lectures on Machine Learning

This page was built for publication: Multi-fidelity design optimisation strategy under uncertainty with limited computational budget