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Handling Constraints in Surrogate-Based Optimization

Authors: James Parr; Alexander Forrester; Andy Keane; Carren Holden;

Handling Constraints in Surrogate-Based Optimization

Abstract

Surrogate (meta or response surface) models are frequently used to emulate expensive computer simulations. In global optimization, surrogate-based approaches accelerate the optimization process that would otherwise suffer from intractable run times. In many cases, design constraints are also expensive to evaluate and replaced with surrogates. If the constraint functions are poorly modelled, locating the best feasible design becomes difficult to achieve and requires an infill sampling criteria that balances exploration and exploitation of both the objective and all constraint surrogates. Furthermore, by encouraging model updates to be placed in close proximity to the constraint boundaries, regions that are likely to contain the optimum solution can be better modelled. This leads to the development of infill sampling criteria suitable for handling both inequality and equality constraints in surrogate-based optimization.

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
1
Average
Average
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