Expected improvement for expensive optimization: a review

D Zhan, H Xing - Journal of Global Optimization, 2020 - Springer
The expected improvement (EI) algorithm is a very popular method for expensive
optimization problems. In the past twenty years, the EI criterion has been extended to deal …

Surrogate modeling: tricks that endured the test of time and some recent developments

FAC Viana, C Gogu, T Goel - Structural and Multidisciplinary Optimization, 2021 - Springer
Tasks such as analysis, design optimization, and uncertainty quantification can be
computationally expensive. Surrogate modeling is often the tool of choice for reducing the …

Multiple penalties and multiple local surrogates for expensive constrained optimization

G Li, Q Zhang - IEEE Transactions on Evolutionary …, 2021 - ieeexplore.ieee.org
This article proposes an evolutionary algorithm using multiple penalties and multiple local
surrogates (MPMLS) for expensive constrained optimization. In each generation, MPMLS …

A surrogate-assisted differential evolution with knowledge transfer for expensive incremental optimization problems

Y Liu, J Liu, J Ding, S Yang, Y Jin - IEEE Transactions on …, 2023 - ieeexplore.ieee.org
In some real-world applications, the optimization problems may involve multiple design
stages. At each design stage, the objective is incrementally modified by incorporating more …

[HTML][HTML] Efficient reliability analysis based on adaptive sequential sampling design and cross-validation

NC Xiao, MJ Zuo, W Guo - Applied Mathematical Modelling, 2018 - Elsevier
Surrogate-models have proven to be an effective strategy for structural systems with
expensive-to-evaluate simulations and are very useful for structural reliability analysis. Many …

A general framework of surrogate-assisted evolutionary algorithms for solving computationally expensive constrained optimization problems

Z Yang, H Qiu, L Gao, D Xu, Y Liu - Information Sciences, 2023 - Elsevier
The objective and constraints of expensive constrained optimization problems (ECOPs) are
often evaluated using simulations with different computational costs. However, the existing …

Self-adjusting parameter control for surrogate-assisted constrained optimization under limited budgets

S Bagheri, W Konen, M Emmerich, T Bäck - Applied Soft Computing, 2017 - Elsevier
Constrained optimization of high-dimensional numerical problems plays an important role in
many scientific and industrial applications. Function evaluations in many industrial …

Efficient global optimization of constrained mixed variable problems

J Pelamatti, L Brevault, M Balesdent, EG Talbi… - Journal of Global …, 2019 - Springer
Due to the increasing demand for high performance and cost reduction within the framework
of complex system design, numerical optimization of computationally costly problems is an …

A complete expected improvement criterion for Gaussian process assisted highly constrained expensive optimization

R Jiao, S Zeng, C Li, Y Jiang, Y Jin - Information Sciences, 2019 - Elsevier
Expected improvement (EI) is a popular infill criterion in Gaussian process assisted
optimization of expensive problems for determining which candidate solution is to be …

An efficient constrained global optimization algorithm with a clustering-assisted multiobjective infill criterion using Gaussian process regression for expensive …

P Jiang, Y Cheng, J Yi, J Liu - Information Sciences, 2021 - Elsevier
Constrained optimization problems trouble engineers and researchers because of their high
complexity and computational cost. When the objective function and constraints are both …