A Rigorous Framework for Optimization of Expensive Functions by Surrogates

  title={A Rigorous Framework for Optimization of Expensive Functions by Surrogates},
  author={Andrew J. Booker and John E. Dennis and Paul D. Frank and D. B. Serafini and Virginia Torczon and Michael W. Trosset},
The goal of the research reported here is to develop rigorous optimization algorithms to apply to some engineering design problems for which direct application of traditional optimization approaches is not practical. This paper presents and analyzes a framework for generating a sequence of approximations to the objective function and managing the use of these approximations as surrogates for optimization. The result is to obtain convergence to a minimizer of an expensive objective function… CONTINUE READING
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