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Optimization of Multi-Fidelity Computer Experiments via the EQIE Criterion

文献类型：期刊论文

作者He, Xu1; Tuo, Rui1; Wu, C. F. Jeff2
刊名TECHNOMETRICS
出版日期2017-02-01
卷号59期号:1页码:58-68
关键词Design of experiment Expected improvement criterion Gaussian process model Kriging Multi-fidelity experiment
ISSN号0040-1706
DOI10.1080/00401706.2016.1142902
英文摘要Computer experiments based on mathematical models are powerful tools for understanding physical processes. This article addresses the problem of kriging-based optimization for deterministic computer experiments with tunable accuracy. Our approach is to use multi-fidelity computer experiments with increasing accuracy levels and a nonstationary Gaussian process model. We propose an optimization scheme that sequentially adds new computer runs by following two criteria. The first criterion, called EQI, scores candidate inputs with given level of accuracy, and the second criterion, called EQIE, scores candidate combinations of inputs and accuracy. From simulation results and a real example using finite element analysis, our method outperforms the expected improvement (EI) criterion that works for single-accuracy experiments. Supplementary materials for this article are available online.
资助项目NSF[DMS-1308424] ; DOE[DE-SC0010548] ; National Center for Mathematics and Interdisciplinary Sciences ; CAS ; NSFC[11271355] ; NSFC[11501550]
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000395082900006
出版者AMER STATISTICAL ASSOC
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/25048]  
专题应用数学研究所
系统科学研究所
通讯作者He, Xu
作者单位1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China
2.Georgia Inst Technol, Sch Ind & Syst Engn, Atlanta, GA 30332 USA
推荐引用方式
GB/T 7714		 He, Xu,Tuo, Rui,Wu, C. F. Jeff. Optimization of Multi-Fidelity Computer Experiments via the EQIE Criterion[J]. TECHNOMETRICS,2017,59(1):58-68.
APA He, Xu,Tuo, Rui,&Wu, C. F. Jeff.(2017).Optimization of Multi-Fidelity Computer Experiments via the EQIE Criterion.TECHNOMETRICS,59(1),58-68.
MLA He, Xu,et al."Optimization of Multi-Fidelity Computer Experiments via the EQIE Criterion".TECHNOMETRICS 59.1(2017):58-68.

入库方式： OAI收割

来源：数学与系统科学研究院

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