Non-stationary kriging for design optimization


Toal, D.J.J. and Keane, A.J. (2011) Non-stationary kriging for design optimization. Engineering Optimization, 44, (6), 741-765. (doi:10.1080/0305215X.2011.607816).

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Description/Abstract

Traditional surrogate modeling techniques, such as kriging, have been employed quite effectively within design optimizations. However, such models can fail to accurately reproduce non-stationary responses. The following paper explores the application of non-stationary kriging to design optimization and attempts to determine its applicability with regard to the optimization of both stationary and non-stationary objective functions. A series of analytical test problems and an engineering design problem are used to compare the performance of non-stationary and adaptive partial non-stationary kriging to traditional stationary kriging.

Item Type: Article
ISSNs: 0305-215X (print)
Keywords: non-stationary kriging, surrogate modelling, optimization
Subjects: Q Science > QA Mathematics > QA75 Electronic computers. Computer science
T Technology > TA Engineering (General). Civil engineering (General)
Divisions: Faculty of Engineering and the Environment > Aeronautics, Astronautics and Computational Engineering > Computational Engineering & Design
ePrint ID: 340898
Date Deposited: 06 Jul 2012 11:12
Last Modified: 15 Apr 2014 13:08
Research Funder: European Commission - FP7
Projects:
Collaborative & Robust Engineering using Simulation Capability Enabling Next Design Optimisation (CRESCENDO)
Funded by: European Commission - FP7 (234344)
1 May 2009 to 31 October 2012
URI: http://eprints.soton.ac.uk/id/eprint/340898

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