surrogate models

Global Dynamic Optimization with Hammerstein-Wiener Models Embedded

  • D. Bongartz
  • Alexander Mitsos
  • Jaromił Najman
  • C. D. Kappatou
  • S. Sass
    • Categories Global Optimization Theory Tags , , , ,

    Hammerstein-Wiener models constitute a significant class of block-structured dynamic models, as they approximate process nonlinearities on the basis of input-output data without requiring identification of a full nonlinear process model. Optimization problems with Hammerstein-Wiener models embedded are nonconvex, and thus local optimization methods may obtain suboptimal solutions. In this work, we develop a deterministic global … Read more

    Locally weighted regression models for surrogate-assisted design optimization

  • Charles Audet
  • Michael Kokkolaras
  • Sébastien Le Digabel
  • Bastien Talgorn
    • Categories Mechanical Engineering, Nonlinear Optimization, Nonsmooth Optimization Tags , , , ,

    Locally weighted regression combines the advantages of polynomial regression and kernel smoothing. We present three ideas for appropriate and effective use of LOcally WEighted Scatterplot Smoothing (LOWESS) models for surrogate optimization. First, a method is proposed to reduce the computational cost of LOWESS models. Second, a local scaling coefficient is introduced to adapt LOWESS models … Read more