Multi-fidelity optimization via surrogate modelling
This paper demonstrates the application of correlated Gaussian process based approximations to optimization where multiple levels of analysis are available, using an extension to the geostatistical method of co-kriging. An exchange algorithm is used to choose which points of the search space to samp...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
2007-12-08.
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| Subjects: | |
| Online Access: | Get fulltext |