Adaptive Search Region Methods with Derivative Information in Computer Experiment

Autor: Hui-Chan Chien, 簡暉展
Rok vydání: 2009
Druh dokumentu: 學位論文 ; thesis
Popis: 97
Adaptive Search Region Method (ASRM), proposed by Lai (2008), is a surrogateassisted method for searching all local extremes of a response function in a bounded experimental region. In this work, besides common assumptions for response function in computer experiments, we assume that the derivative information is also available. Thus a modified ASRM is proposed by cooperating the derivative information into surrogate construction and extreme point search. Several numerical experiments with different dimensionalities are used to show the efficiency of this new method.
Databáze: Networked Digital Library of Theses & Dissertations