A Rigorous Framework for Optimization of Expensive Functions by Surrogates (1998)
| Citations: | 98 - 12 self |
BibTeX
@MISC{Booker98arigorous,
author = {Andrew Booker and J. E. Dennis Jr. and Jr. Paul and Paul D. Frank and David B. Serafini and Virginia Torczon and Michael W. Trosset},
title = {A Rigorous Framework for Optimization of Expensive Functions by Surrogates},
year = {1998}
}
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Abstract
The goal of the research reported here is to develop rigorous optimization algorithms to apply to some engineering design problems for which direct application of traditional optimization approaches is not practical. This paper presents and analyzes a framework for generating a sequence of approximations to the objective function and managing the use of these approximations as surrogates for optimization. The result is to obtain convergence to a minimizer of an expensive objective function subject to simple constraints. The approach is widely applicable because it does not require, or even explicitly approximate, derivatives of the objective. Numerical results are presented for a 31-variable helicopter rotor blade design example and for a standard optimization test example. Key Words: Approximation concepts, surrogate optimization, response surfaces, pattern search methods, derivative-free optimization, design and analysis of computer experiments (DACE), computational engineering. # ...
