DocumentCode
2136214
Title
Adaptive sampling for optimization under uncertainty
Author
Wan, Z. ; Igusa, T.
Author_Institution
Dept. of Civil Eng., Johns Hopkins Univ., Baltimore, MD
fYear
2003
fDate
24-24 Sept. 2003
Firstpage
423
Lastpage
428
Abstract
The problems of interest are where the objective function must be evaluated using sampling techniques. The sampled function values are used to build an approximation to the response surface over the product space of uncertainties and design variables. This approximation is successively used in the integration over the space of uncertainties and in the optimization (minimization) over the space of design variables. A surrogate-based trust region method is used to determine a succession of design points for optimization
Keywords
approximation theory; minimisation; sampling methods; uncertainty handling; minimization; optimization; sampling techniques; surrogate-based trust region method; Approximation algorithms; Civil engineering; Convergence; Design optimization; Estimation error; History; Response surface methodology; Sampling methods; Statistics; Uncertainty;
fLanguage
English
Publisher
ieee
Conference_Titel
Uncertainty Modeling and Analysis, 2003. ISUMA 2003. Fourth International Symposium on
Conference_Location
College Park, MD
Print_ISBN
0-7695-1997-0
Type
conf
DOI
10.1109/ISUMA.2003.1236195
Filename
1236195
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