Non-stationary kriging for design optimization

Traditional surrogate modelling techniques, such as kriging, have been employed quite effectively within design optimizations. However, such models can fail to reproduce non-stationary responses accurately. This article explores the application of non-stationary kriging to design optimization and at...

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Bibliographic Details
Published in:Engineering optimization 2012-06, Vol.44 (6), p.741-765
Main Authors: Toal, D. J.J., Keane, A. J.
Format: Article
Language:English
Subjects:
Accuracy
Comparative analysis
Design engineering
Design optimization
Engineering design
Engineering Sciences
Kriging
Mathematical analysis
Mathematical models
Modelling
non-stationary kriging
Optimization
surrogate modelling
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Summary:Traditional surrogate modelling techniques, such as kriging, have been employed quite effectively within design optimizations. However, such models can fail to reproduce non-stationary responses accurately. This article explores the application of non-stationary kriging to design optimization and attempts to determine its applicability with regard to the optimization of both stationary and non-stationary objective functions. A series of analytical test problems and an engineering design problem are used to compare the performance of non-stationary and adaptive partial non-stationary kriging to traditional stationary kriging.
ISSN:0305-215X
1029-0273
DOI:10.1080/0305215X.2011.607816