Accession Number : ADA329501
Title : Numerical Optimization Using Computer Experiments
Corporate Author : INSTITUTE FOR COMPUTER APPLICATIONS IN SCIENCE AND ENGINEERING HAMPTON VA
Personal Author(s) : Trosset, Michael W. ; Torczon, Virginia
PDF Url : ADA329501
Report Date : AUG 1997
Pagination or Media Count : 16
Abstract : Engineering design optimization often gives rise to problems in which expensive objective functions are minimized by derivative free methods. We propose a method for solving such problems that synthesizes ideas from the numerical optimization and computer experiment literatures. Our approach relies on kriging known function values to construct a sequence of surrogate models of the objective function that are used to guide a grid search for a minimizer. Results from numerical experiments on a standard test problem are presented.
Descriptors : *COMPUTERIZED SIMULATION, *COMPUTER AIDED DESIGN, *EXPERIMENTAL DESIGN, ALGORITHMS, SOFTWARE ENGINEERING, OPTIMIZATION, STOCHASTIC PROCESSES, MATRICES(MATHEMATICS), APPROXIMATION(MATHEMATICS), SUBROUTINES.
Subject Categories : Statistics and Probability
Computer Programming and Software
Distribution Statement : APPROVED FOR PUBLIC RELEASE