Multi-fidelity optimization via surrogate modelling
Forrester, Alexander I.J., Sóbester, András and Keane, Andy J. (2007) Multi-fidelity optimization via surrogate modelling. Proceedings of the Royal Society A, 463, (2088), 3251-3269. (doi:10.1098/rspa.2007.1900)
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Official URL: http://dx.doi.org/10.1098/rspa.2007.1900
Description/Abstract
This paper demonstrates the application of correlated Gaussian process based
approximations to optimization where multiple levels of analysis are available, using an
extension to the geostatistical method of co-kriging. An exchange algorithm is used to
choose which points of the search space to sample within each level of analysis. The
derivation of the co-kriging equations is presented in an intuitive manner, along with a new
variance estimator to account for varying degrees of computational ‘noise’ in the multiple
levels of analysis. A multi-fidelity wing optimization is used to demonstrate the
methodology.
| Item Type: | Article |
|---|---|
| ISSN: | 1364-5021 (print) |
| Uncontrolled Keywords: | co-kriging, kriging, noise, subset selection, wing design |
| Related URLs: | http://dx.doi.org/10.1098/rspa.2007.1900 |
| Subjects: | Q Science > QA Mathematics T Technology > TA Engineering (General). Civil engineering (General) T Technology > TL Motor vehicles. Aeronautics. Astronautics |
| Divisions: | University Structure - Pre August 2011 > School of Engineering Sciences > Computational Engineering and Design |
| ePrint ID: | 64698 |
| Deposited On: | 09 Jan 2009 |
| Last Modified: | 07 Jan 2011 09:05 |
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- Multi-fidelity optimization via surrogate modelling. (deposited 20 Mar 2009)
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