Michael W. Trosset, Virginia Torczon  Home/Search
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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)
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/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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