Non-stationary kriging for design optimization
Non-stationary kriging for design optimization
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.
non-stationary kriging, surrogate modelling, optimization
741-765
Toal, D.J.J.
dc67543d-69d2-4f27-a469-42195fa31a68
Keane, A.J.
26d7fa33-5415-4910-89d8-fb3620413def
23 September 2011
Toal, D.J.J.
dc67543d-69d2-4f27-a469-42195fa31a68
Keane, A.J.
26d7fa33-5415-4910-89d8-fb3620413def
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.
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Published date: 23 September 2011
Keywords:
non-stationary kriging, surrogate modelling, optimization
Organisations:
Computational Engineering & Design Group
Identifiers
Local EPrints ID: 340898
URI: http://eprints.soton.ac.uk/id/eprint/340898
PURE UUID: 55444c15-117b-472c-a009-b31d5f402222
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Date deposited: 06 Jul 2012 11:12
Last modified: 15 Mar 2024 03:29
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