A Stochastic Radial Basis Function Method for the Global Optimization of Expensive Functions

We introduce a new framework for the global optimization of computationally expensive multimodal functions when derivatives are unavailable. The proposed Stochastic Response Surface (SRS) Method iteratively utilizes a response surface model to approximate the expensive function and identifies a prom...

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Bibliographic Details
Published in:	INFORMS journal on computing Vol. 19; no. 4; pp. 497 - 509
Main Authors:	Regis, Rommel G, Shoemaker, Christine A
Format:	Journal Article
Language:	English
Published:	Linthicum INFORMS 01.11.2007 Institute for Operations Research and the Management Sciences
Subjects:	Algorithms Approximation Bioremediation Criteria Derivatives Evaluation expensive function function approximation Genetic algorithms Global optimization Globalization Groundwater Iterative methods Local optimization Mathematical analysis Mathematical optimization Methods Optimization Partial differential equations Probabilistic methods Probability theory Radial basis function Response surface methodology response surface model Software Stochastic control theory Studies surrogate model United States
ISSN:	1091-9856, 1526-5528, 1091-9856
Online Access:	Get full text
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