Relative Expected Improvement in Kriging Based Optimization

2009/08/23 by Łukasz Łaniewski-Wołłk, Łaniewski-Wołłk, Łukasz
Computer Science · Decision Sciences · Engineering · Mathematics · #Advanced Multi-Objective Optimization Algorithms #FOS: Computer and information sciences #Machine Learning (stat.ML) #Optimal Experimental Design Methods #Optimization and Mathematical Programming #stat.ML

paper · pdf · doi:10.48550/arxiv.0908.3321

EUROGEN2009 Kwakow conference

arxiv created 2009/08/23 · openalex publication_date 2009/08/23 · arxiv updated 2009/12/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We propose an extension of the concept of Expected Improvement criterion commonly used in Kriging based optimization. We extend it for more complex Kriging models, e.g. models using derivatives. The target field of application are CFD problems, where objective function are extremely expensive to evaluate, but the theory can be also used in other fields.

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