A quasi-multistart framework for global optimization of expensive functions using response surface models
From MaRDI portal
Publication:2393073
DOI10.1007/s10898-012-9940-1zbMath1275.90068OpenAlexW1967569802MaRDI QIDQ2393073
Rommel G. Regis, Christine A. Shoemaker
Publication date: 7 August 2013
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10898-012-9940-1
global optimizationradial basis functionfunction approximationsurrogate modelblack-box functionmultistartexpensive functionresponse surface modelwatershed calibration
Related Items (15)
Surrogate‐based methods for black‐box optimization ⋮ Global optimization advances in mixed-integer nonlinear programming, MINLP, and constrained derivative-free optimization, CDFO ⋮ Optimization of black-box problems using Smolyak grids and polynomial approximations ⋮ GOSAC: global optimization with surrogate approximation of constraints ⋮ A stochastic adaptive radial basis function algorithm for costly black-box optimization ⋮ Automatic update of Gaussian and multiquadric shape parameter for sequential metamodels based optimization ⋮ Multi objective optimization of computationally expensive multi-modal functions with RBF surrogates and multi-rule selection ⋮ Influence of ensemble surrogate models and sampling strategy on the solution quality of algorithms for~computationally expensive black-box global optimization problems ⋮ RBFOpt: an open-source library for black-box optimization with costly function evaluations ⋮ Global optimization of general constrained grey-box models: new method and its application to constrained PDEs for pressure swing adsorption ⋮ An adaptive framework for costly black-box global optimization based on radial basis function interpolation ⋮ Machine-learning in optimization of expensive black-box functions ⋮ Stochastic optimization with adaptive restart: a framework for integrated local and global learning ⋮ GLODS: global and local optimization using direct search ⋮ CONORBIT: constrained optimization by radial basis function interpolation in trust regions
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A method for simulation based optimization using radial basis functions
- An informational approach to the global optimization of expensive-to-evaluate functions
- Improved strategies for radial basis function methods for global optimization
- An adaptive radial basis algorithm (ARBF) for expensive black-box global optimization
- Kriging metamodeling in simulation: a review
- Improved scatter search for the global optimization of computationally expensive dynamic models
- Efficient global optimization of expensive black-box functions
- Algorithmic construction of optimal symmetric Latin hypercube designs.
- Design and analysis of computer experiments. With comments and a rejoinder by the authors
- UOBYQA: unconstrained optimization by quadratic approximation
- Global optimization of costly nonconvex functions using radial basis functions
- Scatter search. Methodology and implementation in C. With CD-ROM.
- A wide class of test functions for global optimization
- Adaptive memory programming for constrained global optimization
- Global optimization of stochastic black-box systems via sequential kriging meta-models
- Optimal aeroacoustic shape design using the surrogate management framework
- Scatter Search and Local NLP Solvers: A Multistart Framework for Global Optimization
- A Stochastic Radial Basis Function Method for the Global Optimization of Expensive Functions
- A stochastic method for global optimization
- Convergence of Mesh Adaptive Direct Search to Second‐Order Stationary Points
- Introduction to Derivative-Free Optimization
- Stochastic global optimization methods part II: Multi level methods
- Numerical Optimization
- Radial Basis Functions
- Trust Region Methods
- Mesh Adaptive Direct Search Algorithms for Constrained Optimization
- Design and analysis of simulation experiments
- A radial basis function method for global optimization
This page was built for publication: A quasi-multistart framework for global optimization of expensive functions using response surface models