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Review of efficient surrogate infill sampling criteria with constraint handling

Parr, James, Holden, Carren M.E., Forrester, Alexander I.J. and Keane, Andy J. (2010) Review of efficient surrogate infill sampling criteria with constraint handling At 2nd International Conference on Engineering Optimization, Portugal. 06 - 10 Sep 2011. , pp. 1-10.

Record type: Conference or Workshop Item (Paper)

Abstract

This paper discusses the benefits of different infill sampling criteria used in surrogate-model-based constrained global optimization. Here surrogate models are used to approximate both the objective and constraint functions with the assumption that these are computationally expensive to compute. The construction of these surrogates (also known as meta models or response surface models) involves the selection of a limited number of designs, evaluated using the original expensive functions. Conventionally this involves two stages. First the surrogate is built using an initial sampling plan; the second stage uses infill sampling criteria to select further designs that offer model improvement. This paper provides a comparison of three different infill criteria previously used in constrained global optimization problems. Particular attention is paid to the need to balance the needs of wide ranging exploration and focussed exploitation during global optimization if good results are to be achieved

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More information

Published date: 6 September 2010
Venue - Dates: 2nd International Conference on Engineering Optimization, Portugal, 2011-09-06 - 2011-09-10
Organisations: Computational Engineering & Design Group

Identifiers

Local EPrints ID: 336169
URI: http://eprints.soton.ac.uk/id/eprint/336169
PURE UUID: d9cebedc-8dee-4d3e-b989-65869d23d315

Catalogue record

Date deposited: 21 Mar 2012 14:14
Last modified: 18 Jul 2017 06:09

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Contributors

Author: James Parr
Author: Carren M.E. Holden
Author: Andy J. Keane

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