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Abstract: Engineering design optimization often gives rise to problems in which expensive objective functions are minimized by derivative-free methods. We propose a method for solving such problems that synthesizes ideas from the numerical optimization and computer experiment literatures. Our approach relies on kriging known function values to construct a sequence of surrogate models of the objective function that are used to guide a grid search for a minimizer. Results from numerical experiments on a... (Update)
Context of citations to this paper: More
.... Furthermore, recent analysis extends their applicability to optimization problems with general nonlinear constraints [9] Our approach [21] synthesizes recent ideas from both the numerical optimization and the computer experiments literature. Given a limited budget of...
.... requires additional but straightforward conditions on such quantities as x 0 , #, # 0 , and the pattern matrices P k (see, for instance, [17]) A related but more subtle di#culty is that the relative sizes of the steps in the core pattern and the remaining points in the pattern...
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BibTeX entry: (Update)
Trosset, M. W. and Torczon, V. 1997: Numerical optimization using computer experiments. Technical Report 97--38, ICASE, NASA Langley Research Center, Hampton, Virginia 23681--2199. http://citeseer.ist.psu.edu/article/trosset97numerical.html More
@techreport{ trosset97numerical,
author = "Michael W. Trosset and Virginia Torczon",
title = "Numerical Optimization Using Computer Experiments",
number = "TR-97-38",
year = "1997",
url = "citeseer.ist.psu.edu/article/trosset97numerical.html" }
Citations (may not include all citations):398 A simplex method for function minimization (context) - Nelder, Mead - 1965
89 Design and analysis of computer experiments (context) - Sacks, Welch et al. - 1989
79 Direct search methods on parallel machines - Dennis, Torczon - 1991
47 Response Surface Methodology: Process and Product Optimizati.. (context) - Myers, Montgomery - 1995
33 Pattern search algorithms for bound constrained minimization - Lewis, Torczon
30 Approximation concepts for optimum structural design---a rev.. (context) - Barthelemy, Haftka - 1993
28 the experimental attainment of optimum conditions (context) - Box, Wilson - 1951
26 Computer experiments - Koehler, Owen - 1996
18 the convergence of pattern search methods (context) - Torczon - 1997
16 Managing approximation models in optimization - Dennis, Torczon - 1996
15 A grid algorithm for bound constrained optimization of noisy.. - Elster, Neumaier - 1995
15 Taguchi's parameter design: A panel discussion (context) - Nair - 1992
12 SDO: A statistical method for global optimization - Cox, John - 1996
9 Smoothing and interpolation by kriging and with splines (context) - Watson - 1984
9 Optimization of functions whose values are subject to small .. (context) - Glad, Goldstein - 1977
7 On descent from local minima (context) - Goldstein, Price - 1971
6 Case studies in design and analysis of computer experiments (context) - Booker - 1996
4 Global modeling for optimization (context) - Frank - 1995
4 A system for quality improvement via computer experiments (context) - Welch, Sacks - 1991
2 Algorithm 611 (context) - Gay - 1983
2 Numerical Methods for Unconstrained Optimization and Nonline.. (context) - Philadelphia, Schnabel - 1983
1 Nonparametric response surface methods (context) - Haaland - 1996
1 Taguchi and robust design (context) - Trosset - 1996
1 Rank ordering and positive bases in pattern search algorithm.. (context) - Report, ICASE et al.
1 A Model Management Framework for Nonlinear Optimization of C.. (context) - Serafini - 1997
1 Convergence of the Nelder-Mead simplex method to a non-stati.. (context) - Report, ICASE et al. - 1996
1 Algorithms for Minimization Without Derivatives (context) - the, Society et al. - 1973
1 The global optimisation problem: An introduction (context) - Philadelphia, Szego - 1978
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