Simultaneous Kriging-based estimation and optimization of mean response

DOI10.1007/s10898-011-9836-5zbMath1287.90043OpenAlexW2059795119MaRDI QIDQ1941025

Rodolphe Le Riche, Janis Janusevskis

Publication date: 11 March 2013

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-011-9836-5

zbMATH Keywords

Gaussian processrobust optimizationexpected improvementuncertainty propagationoptimization under uncertaintyKriging based optimization

Mathematics Subject Classification ID

Stochastic programming (90C15)

Related Items (11)

Rare event probability estimation in the presence of epistemic uncertainty on input probability distribution parameters ⋮ A new expected-improvement algorithm for continuous minimax optimization ⋮ Quantile-based robust optimization of a supersonic nozzle for organic rankine cycle turbines ⋮ Feasible set estimation under functional uncertainty by Gaussian process modelling ⋮ A sampling criterion for constrained Bayesian optimization with uncertainties ⋮ Bayesian Optimization of Expected Quadratic Loss for Multiresponse Computer Experiments with Internal Noise ⋮ Adaptive Numerical Designs for the Calibration of Computer Codes ⋮ A workflow for decision making under uncertainty ⋮ Data-driven stochastic inversion via functional quantization ⋮ Sequential approximate optimization for design under uncertainty problems utilizing Kriging metamodeling in augmented input space ⋮ Extreme value oriented random field discretization based on an hybrid polynomial chaos expansion -- Kriging approach

Uses Software

• CMA-ES
• EGO
• krisp

Cites Work

• Unnamed Item
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