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.$


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    Title :

    A rigorous framework for optimization of expensive functions by surrogates


    Additional title:

    Vereinfachung der iterativen Optimierung durch Ersetzung der Zielfunktion durch eine Näherung


    Contributors:

    Published in:

    Publication date :

    1999


    Size :

    13 Seiten, 3 Bilder, 1 Tabelle, Quellen




    Type of media :

    Article (Journal)


    Type of material :

    Print


    Language :

    English