Sequential improvement for robust optimization using an uncertainty measure for radial basis functions.

Autor:	Havinga, J., Boogaard, A., Klaseboer, G.
Předmět:	ROBUST optimization RADIAL basis functions KRIGING GAUSSIAN function EXPERIMENTAL design
Zdroj:	Structural & Multidisciplinary Optimization; Apr2017, Vol. 55 Issue 4, p1345-1363, 19p
Abstrakt:	The performance of the sequential metamodel based optimization procedure depends strongly on the chosen building blocks for the algorithm, such as the used metamodeling method and sequential improvement criterion. In this study, the effect of these choices on the efficiency of the robust optimization procedure is investigated. A novel sequential improvement criterion for robust optimization is proposed, as well as an improved implementation of radial basis function interpolation suitable for sequential optimization. The leave-one-out cross-validation measure is used to estimate the uncertainty of the radial basis function metamodel. The metamodeling methods and sequential improvement criteria are compared, based on a test with Gaussian random fields as well as on the optimization of a strip bending process with five design variables and two noise variables. For this process, better results are obtained in the runs with the novel sequential improvement criterion as well as with the novel radial basis function implementation, compared to the runs with conventional sequential improvement criteria and kriging interpolation. [ABSTRACT FROM AUTHOR]
Databáze:	Complementary Index
Externí odkaz:	Zobrazit plný text záznamu Full text from SpringerLink