| タイトル | A Rigorous Framework for Optimization of Expensive Functions by Surrogates |
| 本文（外部サイト） | http://hdl.handle.net/2060/19990009055 |
| 著者（英） | Trosset, Michael W.; Frank, Paul D.; Serafini, David B.; Torczon, Virginia; Dennis, J. E., Jr.; Booker, Andrew J. |
| 著者所属（英） | Institute for Computer Applications in Science and Engineering |
| 発行日 | 1998-11-01 |
| 言語 | eng |
| 内容記述 | The goal of the research reported here is to develop rigorous optimization algorithms to apply to some engineering design problems for which design 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. |
| NASA分類 | Numerical Analysis |
| レポートNO | NASA/CR-1998-208735
NAS 1.26:208735
ICASE-98-47 |
| 権利 | No Copyright |
| URI | https://repository.exst.jaxa.jp/dspace/handle/a-is/97068 |
