A rigorous framework for optimization of expensive functions by surrogates

被引：604

作者：

Booker A.J. ^{[1
]}

Dennis Jr. J.E. ^{[2
]}

Frank P.D. ^{[1
]}

Serafini D.B. ^{[3
]}

Torczon V. ^{[4
]}

Trosset M.W. ^{[5
]}

机构：

[1] Mathematics and Engineering Analysis, Boeing Shared Services Group, Applied Research and Technology, Seattle

[2] Department of Computational and Applied Mathematics, Center for Research on Parallel Computation, Rice University, Houston, TX 77005

[3] National Energy Research Scientific Computing Center, E.O. Lawrence Berkeley National Laboratory, MS 50B-2239, Berkeley, CA 94720

[4] Department of Computer Science, College of William and Mary, Williamsburg, VA 23187

[5] Department of Mathematics, College of William and Mary, Williamsburg, VA 23187

来源：

Structural optimization | 1999年 / 17卷 / 1期

关键词：

Objective Function; Design Problem; Optimization Approach; Engineering Design; Rotor Blade;

D O I：

10.1007/BF01197708

中图分类号：

学科分类号：

摘要：

The goal of the research reported here is to develop rigorous optimization algorithms to apply to some engineering design problems for which direct application of traditional optimization approaches is not practical. This paper presents and analyzes a framework for generating a sequence of approximations to the objective function and managing the use of these approximations as surrogates for optimization. The result is to obtain convergence to a minimizer of an expensive objective function subject to simple constraints. The approach is widely applicable because it does not require, or even explicitly approximate, derivatives of the objective. Numerical results are presented for a 31-variable helicopter rotor blade design example and for a standard optimization test example. © Springer-Verlag 1999.

引用

页码：1 / 13

页数：12

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