Filter-based adaptive Kriging method for black-box optimization problems with expensive objective and constraints

DOI10.1016/J.CMA.2018.12.026zbMath1440.62299OpenAlexW2908624846WikidataQ128684280 ScholiaQ128684280MaRDI QIDQ1987853

Yifan Tang, Teng Long, Li Liu, Renhe Shi, Yufei Wu

Publication date: 16 April 2020

Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cma.2018.12.026

zbMATH Keywords

filterKrigingexpensive constrained design optimizationmetamodel based design optimizationsequential infill sampling

Mathematics Subject Classification ID

Optimal statistical designs (62K05) Derivative-free methods and methods using generalized derivatives (90C56) Signal detection and filtering (aspects of stochastic processes) (60G35) Response surface designs (62K20)

Related Items (4)

Adaptive kriging-assisted optimization of low-thrust many-revolution transfers to geostationary Earth orbit ⋮ An efficient constrained global optimization algorithm with a clustering-assisted multiobjective infill criterion using Gaussian process regression for expensive problems ⋮ SMGO-\(\Delta\): balancing caution and reward in global optimization with black-box constraints ⋮ Multi-objective topology optimization incorporating an adaptive weighed-sum method and a configuration-based clustering scheme

Uses Software

• EGO

Cites Work

• Constrained particle swarm optimization using a bi-objective formulation
• Stochastic radial basis function algorithms for large-scale optimization involving expensive black-box objective and constraint functions
• Efficient global optimization of expensive black-box functions
• GOSAC: global optimization with surrogate approximation of constraints
• Efficient global optimization algorithm assisted by multiple surrogate techniques
• A Globally Convergent Filter Method for Nonlinear Programming
• A Pattern Search Filter Method for Nonlinear Programming without Derivatives
• On the Global Convergence of a Filter--SQP Algorithm
• Nonlinear programming without a penalty function.

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