Kriging surrogate model with coordinate transformation based on likelihood and gradient

研究成果: Article査読

17 被引用数 (Scopus)

抄録

The Kriging surrogate model, which is frequently employed to apply evolutionary computation to real-world problems, with a coordinate transformation of the design space is proposed to improve the approximation accuracy of objective functions with correlated design variables. The coordinate transformation is conducted to extract significant trends in the objective function and identify the suitable coordinate system based on either one of two criteria: likelihood function or estimated gradients of the objective function to each design variable. Compared with the ordinary Kriging model, the proposed methods show higher accuracy in the approximation of various test functions. The proposed method based on likelihood shows higher accuracy than that based on gradients when the number of design variables is less than six. The latter method achieves higher accuracy than the ordinary Kriging model even for high-dimensional functions and is applied to an airfoil design problem with spline curves as an example with correlated design variables. This method achieves better performances not only in the approximation accuracy but also in the capability to explore the optimal solution.

本文言語English
ページ(範囲)827-849
ページ数23
ジャーナルJournal of Global Optimization
68
4
DOI
出版ステータスPublished - 2017 8月 1

ASJC Scopus subject areas

  • コンピュータ サイエンスの応用
  • 経営科学およびオペレーションズ リサーチ
  • 制御と最適化
  • 応用数学

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