Optimization of Multi-Fidelity Computer Experiments via the EQIE Criterion

doi:10.1080/00401706.2016.1142902

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	Optimization of Multi-Fidelity Computer Experiments via the EQIE Criterion
	He, Xu1 ; Tuo, Rui1 ; Wu, C. F. Jeff 2
	2017-02-01
发表期刊	TECHNOMETRICS
ISSN	0040-1706
卷号	59 期号:1 页码:58-68
摘要	Computer experiments based on mathematical models are powerful tools for understanding physical processes. This article addresses the problem of kriging-based optimization for deterministic computer experiments with tunable accuracy. Our approach is to use multi-fidelity computer experiments with increasing accuracy levels and a nonstationary Gaussian process model. We propose an optimization scheme that sequentially adds new computer runs by following two criteria. The first criterion, called EQI, scores candidate inputs with given level of accuracy, and the second criterion, called EQIE, scores candidate combinations of inputs and accuracy. From simulation results and a real example using finite element analysis, our method outperforms the expected improvement (EI) criterion that works for single-accuracy experiments. Supplementary materials for this article are available online.
关键词	Design of experiment Expected improvement criterion Gaussian process model Kriging Multi-fidelity experiment
DOI	10.1080/00401706.2016.1142902
语种	英语
资助项目	NSF[DMS-1308424] ; DOE[DE-SC0010548] ; National Center for Mathematics and Interdisciplinary Sciences ; CAS ; NSFC[11271355] ; NSFC[11501550]
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000395082900006
出版者	AMER STATISTICAL ASSOC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/25049
专题	应用数学研究所系统科学研究所
通讯作者	He, Xu
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China 2.Georgia Inst Technol, Sch Ind & Syst Engn, Atlanta, GA 30332 USA
推荐引用方式 GB/T 7714	He, Xu,Tuo, Rui,Wu, C. F. Jeff. Optimization of Multi-Fidelity Computer Experiments via the EQIE Criterion[J]. TECHNOMETRICS,2017,59(1):58-68.
APA	He, Xu,Tuo, Rui,&Wu, C. F. Jeff.(2017).Optimization of Multi-Fidelity Computer Experiments via the EQIE Criterion.TECHNOMETRICS,59(1),58-68.
MLA	He, Xu,et al."Optimization of Multi-Fidelity Computer Experiments via the EQIE Criterion".TECHNOMETRICS 59.1(2017):58-68.