Global Optimization for Black-Box Simulation via Sequential Intrinsic Kriging
نویسندگان
چکیده
منابع مشابه
Global Optimization of Stochastic Black-Box Systems via Sequential Kriging Meta-Models
This paper proposes a new method that extends the Efficient Global Optimization to address stochastic black-box systems. The method is based on a kriging meta-model that provides a global prediction of the objective values and a measure of prediction uncertainty at every point. The criterion for the infill sample selection is an augmented Expected Improvement function with desirable properties ...
متن کاملModified Sequential Kriging Optimization for Multidisciplinary Complex Product Simulation
Directing to the high cost of computer simulation optimization problem, Kriging surrogate model is widely used to decrease the computation time. Since the sequential Kriging optimization is time consuming, this article extends the expected improvement and put forwards a modified sequential Kriging optimization (MSKO). This method changes the twice optimization problem into once by adding more t...
متن کاملWorst-case global optimization of black-box functions through Kriging and relaxation
A new algorithm is proposed to deal with the worst-case optimization of black-box functions evaluated through costly computer simulations. The input variables of these computer experiments are assumed to be of two types. Control variables must be tuned while environmental variables have an undesirable effect, to which the design of the control variables should be robust. The algorithm to be pro...
متن کاملLearning to Learn for Global Optimization of Black Box Functions
We learn recurrent neural network optimizers trained on simple synthetic functions by gradient descent. We show that these learned optimizers exhibit a remarkable degree of transfer in that they can be used to efficiently optimize a broad range of derivative-free black-box functions, including Gaussian process bandits, simple control objectives, global optimization benchmarks and hyper-paramete...
متن کاملDeterministic approaches for solving practical black-box global optimization problems
In many important design problems, some decisions should be made by finding the global optimum of a multiextremal objective function subject to a set of constrains. Frequently, especially in engineering applications, the functions involved in optimization process are black-box with unknown analytical representations and hard to evaluate. Such computationally challenging decision-making problems...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2014
ISSN: 1556-5068
DOI: 10.2139/ssrn.2510770