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On D-optimality based trust regions for black-box optimization problems

delete2005-09-15
delete7
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L
L. Driessen *
R
R.C.M. Brekelmans
H
Herbert Hamers
D
Dick den Hertog
DOI：10.1007/s00158-005-0541-1delete
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Abstract

Abstract

En 中文
Various sequential derivative-free optimization algorithms exist for solving black-box optimization problems. Two important building blocks in these algorithms are the trust region and the geometry improvement. In this paper, we propose to incorporate the D-optimality criterion, well known in the design of experiments, into these algorithms in two different ways. Firstly, it is used to define a trust region that adapts its shape to the locations of the points in which the objective function has been evaluated. Secondly, it is used to determine an optimal geometry-improving point. The proposed trust region and geometry improvement can both be implemented into existing sequential algorithms.
Keywords:
D-optimality
trust region
derivative-free
optimization
affine transformations
geometry

Journal

Structural and Multidisciplinary Optimization cover
Structural and Multidisciplinary Optimization
IF:
4
Papers:
4.8K
Citations:
1.7W

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