Numerical Optimization Using Computer Experiments

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1997-03
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Engineering design optimization often gives rise to problems in which expensive objective functions are minimized by derivative-free methods. We propose a method for solving such problems that synthesizes ideas from the numerical optimization and computer experiment literatures. Our approach relies on kriging known function values to construct a sequence of surrogate models of the objective function that are used to guide a grid search for a minimizer. Results from numerical experiments on a standard test problem are presented.

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Technical report
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Trosset, Michael and Torczon, Virginia. "Numerical Optimization Using Computer Experiments." (1997) https://hdl.handle.net/1911/101888.

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