Optimization with missing data
Forrester, Alexander I.J., Sobester, Andras and Keane, Andy J. (2006) Optimization with missing data. Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, 462, (2067), 935-945. (doi: 10.1098/rspa.2005.1608).
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Description/Abstract
Engineering optimization relies routinely on deterministic computer based design evaluations, typically comprising geometry creation, mesh generation and numerical simulation. Simple optimization routines tend to stall and require user intervention if a failure occurs at any of these stages. This motivated us to develop an optimization strategy based on surrogate modelling, which penalizes the likely failure regions of the design space without prior knowledge of their locations. A Gaussian process based design improvement expectation measure guides the search towards the feasible global optimum.
| Item Type: | Article |
|---|---|
| ISSNs: | 1364-5021 (print) |
| Related URLs: | |
| Keywords: | global optimization, imputation, kriging |
| Subjects: | T Technology > T Technology (General) Q Science > QA Mathematics |
| Divisions: | University Structure - Pre August 2011 > School of Engineering Sciences |
| Item ID: | 23505 |
| Date Deposited: | 13 Mar 2006 |
| Last Modified: | 25 Apr 2013 11:32 |
| Contributors: | Forrester, Alexander I.J. (Author) Sobester, Andras (Author) Keane, Andy J. (Author) |
| Date: | 2006 |
| Status: | Published |
| Contact Email Address: | alexander.forrester@soton.ac.uk |
| URI: | http://eprints.soton.ac.uk/id/eprint/23505 |
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