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Sequential Approximate Optimization Using Kriging Metamodels

크리깅 모델을 이용한 순차적 근사최적화

  • 신용식 (한양대학교 대학원 기계설계학과) ;
  • 이용빈 (한양대학교 대학원 기계설계학과) ;
  • 류제선 (한양대학교 최적설계신기술연구센터) ;
  • 최동훈 (한양대학교 최적설계신기술연구센터)
  • Published : 2005.09.01

Abstract

Nowadays, it is performed actively to optimize by using an approximate model. This is called the approximate optimization. In addition, the sequential approximate optimization (SAO) is the repetitive method to find an optimum by considering the convergence of an approximate optimum. In some recent studies, it is proposed to increase the fidelity of approximate models by applying the sequential sampling. However, because the accuracy and efficiency of an approximate model is directly connected with the design area and the termination criteria are not clear, sequential sampling method has the disadvantages that could support an unreasonable approximate optimum. In this study, the SAO is executed by using trust region, Kriging model and Optimal Latin Hypercube design (OLHD). Trust region is used to guarantee the convergence and Kriging model and OLHD are suitable for computer experiment. finally, this SAO method is applied to various optimization problems of highly nonlinear mathematical functions. As a result, each approximate optimum is acquired and the accuracy and efficiency of this method is verified by comparing with the result by established method.

Keywords

References

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