Making the most out of surrogate models

[Felipe A. C. Viana]

Dear all,

Here it is a review on how to take advantage of surrogate models in
design optimization:

F.A.C. Viana, C. Gogu, and R.T. Haftka, "Making the most out of
surrogate models: tricks of the trade," ASME 2010 International Design
Engineering Technical Conferences & Computers and Information in
Engineering Conference, Montreal, Canada, August 16 - 18, 2010,
DETC2010-28813.

Design analysis and optimization based on high-fidelity computer
experiments is commonly expensive. Surrogate modeling is often the
tool of choice for reducing the computational burden. However, even
after years of intensive research, surrogate modeling still involves a
struggle to achieve maximum accuracy within limited resources. This
work summarizes advanced and yet simple statistical tools that help.
We focus on four techniques with increasing popularity in the design
automation community: (i) screening and variable reduction in both the
input and the output spaces, (ii) simultaneous use of multiple
surrogates, (iii) sequential sampling and optimization, and (iv)
conservative estimators.

You can find more about it on:
http://sites.google.com/site/fchegury/publications


All the best,
Felipe A. C. Viana