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.$


    Zugriff

    Zugriff über TIB

    Verfügbarkeit in meiner Bibliothek prüfen

    Bestellung bei Subito €


    Exportieren, teilen und zitieren



    Titel :

    A rigorous framework for optimization of expensive functions by surrogates


    Weitere Titelangaben:

    Vereinfachung der iterativen Optimierung durch Ersetzung der Zielfunktion durch eine Näherung


    Beteiligte:
    Booker, A.J. (Autor:in) / Dennis, J.E. jun. (Autor:in) / Frank, P.D. (Autor:in) / Serafini, D.B. (Autor:in) / Torczon, V. (Autor:in) / Trosset, M.W. (Autor:in)

    Erschienen in:

    Erscheinungsdatum :

    1999


    Format / Umfang :

    13 Seiten, 3 Bilder, 1 Tabelle, Quellen




    Medientyp :

    Aufsatz (Zeitschrift)


    Format :

    Print


    Sprache :

    Englisch