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Abstract: Computer experiments are performed to obtain information about computationally expensive simulations.
Often, as in engineering design optimization, the goal is to optimize the simulation inputs with respect
to a function of the simulation outputs. We discuss a derivative-free method for solving such problems that
synthesizes ideas from the computer experiment and numerical optimization literatures. Our approach relies
on kriging known function values to construct a sequence of approximations... (Update)
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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/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/trosset97numerical.html" }
Citations (may not include all citations):
12
From evolutionary operation to parallel direct search: Patte..
- Torczon, Trosset - 1997
1
Multi-level design optimization (context) - Booker, Conn et al. - 1996
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