Multi-fidelity optimization via surrogate modelling
2007 ◽
Vol 463
(2088)
◽
pp. 3251-3269
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Keyword(s):
This paper demonstrates the application of correlated Gaussian process based approximations to optimization where multiple levels of analysis are available, using an extension to the geostatistical method of co-kriging . An exchange algorithm is used to choose which points of the search space to sample within each level of analysis. The derivation of the co-kriging equations is presented in an intuitive manner, along with a new variance estimator to account for varying degrees of computational ‘noise’ in the multiple levels of analysis. A multi-fidelity wing optimization is used to demonstrate the methodology.
1993 ◽
Vol 12
(1)
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pp. 23-35
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2002 ◽
Vol 14
(3)
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pp. 559-579
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2019 ◽
Vol 2
(4)
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pp. 245-253
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2012 ◽
Vol 24
(3)
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pp. 1003-1018
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2016 ◽
Vol 125
(8)
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pp. 1146-1157
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2002 ◽
Vol 2002
(1)
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pp. A1-A6
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