A parallel updating scheme for approximating and optimizing high fidelity computer simulations
A parallel updating scheme for approximating and optimizing high fidelity computer simulations
Approximation methods are often used to construct surrogate models, which can replace expensive computer simulations for the purposes of optimization. One of the most important aspects of such optimization techniques is the choice of model updating strategy. In this paper we employ parallel updates by searching an expected improvement surface generated from a radial basis function model. We look at optimization based on standard and gradient-enhanced models. Given Np processors, the best Np local maxima of the expected improvement surface are highlighted and further runs are performed on these designs. To test these ideas, simple analytic functions and a finite element model of a simple structure are analysed and various approaches compared.
gradient-enhanced approximations, parallel optimization, radial basis functions
371-383
Sóbester, A.
096857b0-cad6-45ae-9ae6-e66b8cc5d81b
Leary, S.J.
5be3ae8b-b65d-4cff-9e28-fbf433e938d9
Keane, A.J.
26d7fa33-5415-4910-89d8-fb3620413def
2004
Sóbester, A.
096857b0-cad6-45ae-9ae6-e66b8cc5d81b
Leary, S.J.
5be3ae8b-b65d-4cff-9e28-fbf433e938d9
Keane, A.J.
26d7fa33-5415-4910-89d8-fb3620413def
Sóbester, A., Leary, S.J. and Keane, A.J.
(2004)
A parallel updating scheme for approximating and optimizing high fidelity computer simulations.
Structural and Multidisciplinary Optimization, 27 (5), .
(doi:10.1007/s00158-004-0397-9).
Abstract
Approximation methods are often used to construct surrogate models, which can replace expensive computer simulations for the purposes of optimization. One of the most important aspects of such optimization techniques is the choice of model updating strategy. In this paper we employ parallel updates by searching an expected improvement surface generated from a radial basis function model. We look at optimization based on standard and gradient-enhanced models. Given Np processors, the best Np local maxima of the expected improvement surface are highlighted and further runs are performed on these designs. To test these ideas, simple analytic functions and a finite element model of a simple structure are analysed and various approaches compared.
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Published date: 2004
Keywords:
gradient-enhanced approximations, parallel optimization, radial basis functions
Identifiers
Local EPrints ID: 23053
URI: http://eprints.soton.ac.uk/id/eprint/23053
ISSN: 1615-147X
PURE UUID: 6d23d542-0fa4-4c6b-a866-02ca6347e751
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Date deposited: 23 Mar 2006
Last modified: 16 Mar 2024 03:26
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Author:
S.J. Leary
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