Eventos Anais de eventos
COBEM 2019
25th International Congress of Mechanical Engineering
Improving the Efficiency of Stochastic Efficient Global Optimization with Stochastic Tunneling
Submission Author:
Fábio Felipe dos Santos Nascentes , GO
Co-Authors:
Fábio Felipe dos Santos Nascentes, Rafael Holdorf Lopez, Rubens Sampaio, Eduardo Souza de Cursi
Presenter: Fábio Felipe dos Santos Nascentes
doi://10.26678/ABCM.COBEM2019.COB2019-0383
Abstract
This paper proposes the use of a normalization scheme for increasing the performance of the recently developed Adaptive Target Variance Stochastic Efficient Global Optimization (sEGO) method. Such a method is designed for the minimization of functions that depend on expensive to evaluate and high dimensional integrals. The results showed that the use of the normalization in the sEGO method yielded very promising results for the minimization of integrals. Indeed, it was able to obtain more precise results, while requiring only a fraction of the computational budget of the original version of the algorithm.
Keywords
Stochastic Efficient Global Optimization, Stochastic Tunneling, Global Optimization, robust design
