Towards Large-Scale Surrogate-Based Optimization
F.V. Gubarev, A.I. Pospelov
4th International Conference of Engineering Optimization, 2014
SBO methods fit nicely into Engineering Optimization framework: - Evaluation budget is easily controlled and is minimal [in the majority of cases] - Robust wrt undened designs and noisy responses - Search is globalized with easily regulated globalization degree SBO usage is truly justied when underlying model evaluation is time-expensive compared to the time-cost of internal optimizer activities.