A Kriging-Assisted Multi-Objective Constrained Global Optimization Method for Expensive Black-Box Functions
نویسندگان
چکیده
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Efficient Global Optimization of Expensive Black-Box Functions
In many engineering optimization problems, the number of function evaluations is severely limited by time or cost. These problems pose a special challenge to the field of global optimization, since existing methods often require more function evaluations than can be comfortably afforded. One way to address this challenge is to fit response surfaces to data collected by evaluating the objective ...
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Metamodeling, i.e. building surrogate models to expensive blackbox functions, is an interesting way to reduce the computational burden for optimization purpose. Kriging is a popular metamodel based on Gaussian Process theory, whose statistical properties have been exploited to build efficient global optimization algorithms. Single and multi-objective extensions have been proposed to deal with c...
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ژورنال
عنوان ژورنال: Mathematics
سال: 2021
ISSN: 2227-7390
DOI: 10.3390/math9020149