The University of Southampton
University of Southampton Institutional Repository

Optimization with missing data

Forrester, Alexander I.J., Sobester, Andras and Keane, Andy J. (2006) Optimization with missing data Proceedings of the Royal Society of London A, 462, (2067), pp. 935-945. (doi:10.1098/rspa.2005.1608).

Record type: Article

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.

PDF RSPA20051608p.pdf - Other
Download (1MB)

More information

Published date: 2006
Keywords: global optimization, imputation, kriging

Identifiers

Local EPrints ID: 23505
URI: http://eprints.soton.ac.uk/id/eprint/23505
ISSN: 1364-5021
PURE UUID: a6a1d160-5888-4d5e-90c2-9c0a3eb8e529
ORCID for Andras Sobester: ORCID iD orcid.org/0000-0002-8997-4375

Catalogue record

Date deposited: 13 Mar 2006
Last modified: 17 Jul 2017 16:17

Export record

Altmetrics

Download statistics

Downloads from ePrints over the past year. Other digital versions may also be available to download e.g. from the publisher's website.

View more statistics

Atom RSS 1.0 RSS 2.0

Contact ePrints Soton: eprints@soton.ac.uk

ePrints Soton supports OAI 2.0 with a base URL of http://eprints.soton.ac.uk/cgi/oai2

This repository has been built using EPrints software, developed at the University of Southampton, but available to everyone to use.

We use cookies to ensure that we give you the best experience on our website. If you continue without changing your settings, we will assume that you are happy to receive cookies on the University of Southampton website.

×