Influence of ensemble surrogate models and sampling strategy on the solution quality of algorithms for computationally expensive black-box global optimization problems

• Published in: Journal of global optimization Vol. 60; no. 2; pp. 123 - 144
• Main Authors: Müller, Juliane, Shoemaker, Christine A.
• Format: Journal Article
• Language: English
• Published: Boston Springer US 01.10.2014; Springer
• Subjects: Algorithms; Comparative analysis; Computer Science; Mathematics; Mathematics and Statistics; Operations Research/Decision Theory; Optimization; Real Functions; Water, Underground; Model combination; Radial basis function; Global optimization; Surrogate model; Response surface; Matlab toolbox; Computationally expensive; Kriging; Derivative-free

This paper examines the influence of two major aspects on the solution quality of surrogate model algorithms for computationally expensive black-box global optimization problems, namely the surrogate model choice and the method of iteratively selecting sample points. A random sampling strategy (algo...