کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
9664105 | 1446257 | 2005 | 18 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Constrained optimization involving expensive function evaluations: A sequential approach
دانلود مقاله + سفارش ترجمه
دانلود مقاله ISI انگلیسی
رایگان برای ایرانیان
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
مهندسی کامپیوتر
علوم کامپیوتر (عمومی)
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Constrained optimization involving expensive function evaluations: A sequential approach Constrained optimization involving expensive function evaluations: A sequential approach](/preview/png/9664105.png)
چکیده انگلیسی
The algorithm first creates an experimental design. In the design points the underlying functions are evaluated. Local linear approximations of the real model are obtained with help of weighted regression techniques. The approximating model is then optimized within a trust region to find the best feasible objective improving point. This trust region moves along the most promising direction, which is determined on the basis of the evaluated objective values and constraint violations combined in a filter criterion. If the geometry of the points that determine the local approximations becomes bad, i.e. the points are located in such a way that they result in a bad approximation of the actual model, then we evaluate a geometry improving instead of an objective improving point. In each iteration a new local linear approximation is built, and either a new point is evaluated (objective or geometry improving) or the trust region is decreased. Convergence of the algorithm is guided by the size of this trust region. The focus of the approach is on getting good solutions with a limited number of function evaluations.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: European Journal of Operational Research - Volume 160, Issue 1, 1 January 2005, Pages 121-138
Journal: European Journal of Operational Research - Volume 160, Issue 1, 1 January 2005, Pages 121-138
نویسندگان
Ruud Brekelmans, Lonneke Driessen, Herbert Hamers, Dick den Hertog,