Skip to main content
Article thumbnail
Location of Repository

The mesh adaptive direct search algorithm with treed Gaussian process surrogates ∗



Abstract: This work introduces the use of the treed Gaussian process (TGP) as a surrogate model within the mesh adaptive direct search (MADS) framework for constrained blackbox optimization. It extends the surrogate management framework (SMF) to nonsmooth optimization under general constraints. MADS uses TGP in two ways: one, as a surrogate for blackbox evaluations; and two, to evaluate statistical criteria such as the expected improvement and the average reduction in variance. The efficiency of the method is tested on three problems: a synthetic one with many local optima; one real application from a chemical engineering simulator for styrene production; and one from contaminant cleanup and hydrology. In all three cases we show that the TGP surrogate is preferable to a quadratic model and to MADS without any surrogate at all

Topics: Blackbox optimization, treed Gaussian processes (TGP, mesh adaptive direct search (MADS, surrogate management framework (SMF
Year: 2013
OAI identifier: oai:CiteSeerX.psu:
Provided by: CiteSeerX
Download PDF:
Sorry, we are unable to provide the full text but you may find it at the following location(s):
  • (external link)
  • http://www.optimization-online... (external link)
  • Suggested articles

    To submit an update or takedown request for this paper, please submit an Update/Correction/Removal Request.