Using adaptive multi-accurate function evaluations in a surrogate-assisted method for computer experiments

DOI10.1016/J.CAM.2010.12.021MaRDI QIDQ2431347zbMATH OpenOpenAlexFDO

Authors Ray-Bing Chen, Chia-Lung Hsu, Weichung Wang

Publication date 13 April 2011

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2010.12.021

zbMATH Keywords

algorithmscomputer experimentsdynamic controlled iterative processiterative function value evaluationLyapunov exponentsmultiple accuracynumerical resultssuper-level setsurrogate-assisted method

Mathematics Subject Classification ID

Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25) Algorithms for approximation of functions (65D15)

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Cites work

• A radial basis function method for global optimization
• Design and analysis of computer experiments. With comments and a rejoinder by the authors
• Efficient global optimization of expensive black-box functions
• Finding effective points by surrogate models with overcomplete bases
• scientific article; zbMATH DE number 193486 (Why is no real title available?)
• Matching pursuits with time-frequency dictionaries
• Multi-fidelity optimization via surrogate modelling
• Optimization using surrogate models and partially converged computational fluid dynamics simulations
• Precision Control for Generalized Pattern Search Algorithms with Adaptive Precision Function Evaluations
• Predicting the output from a complex computer code when fast approximations are available
• Progressive optimization of inverse fluid dynamic design problems
• Uniform Design: Theory and Application

Cited in

(2)

• Surrogate-assisted tuning for computer experiments with qualitative and quantitative parameters
• Finding effective points by surrogate models with overcomplete bases

Describes a project that uses

Uses Software

• DACE
• EGO

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