Adaptive sampling for optimization under uncertainty

被引：2

作者：

Wan, Z ^{[1
]}

Igusa, T ^{[1
]}

机构：

[1] Johns Hopkins Univ, Dept Civil Engn, Baltimore, MD 21218 USA

来源：

ISUMA 2003: FOURTH INTERNATIONAL SYMPOSIUM ON UNCERTAINTY MODELING AND ANALYSIS | 2003年

关键词：

D O I：

10.1109/ISUMA.2003.1236195

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

The problems of interest are where the objective function must be evaluated using sampling techniques. The sampled function values are used to build an approximation to the response surface over the product space of uncertainties and design variables. This approximation is successively used in the integration over the space of uncertainties and in the optimization (minimization) over the space of design variables. A surrogate-based trust region method is used to determine a succession of design points for optimization.

引用

页码：423 / 428

页数：6

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