A Dual Kriging Approach With Improved Points Selection Algorithm for Memory Efficient Surrogate Optimization in Electromagnetics

作者：Li Yinjiang; Xiao Song; Rotaru Mihai; Sykulski Jan K

来源：IEEE Transactions on Magnetics, 2016, 52(3): 7000504.

DOI：10.1109/TMAG.2015.2486522

• Global optimization
• kriging
• large data sets
• surrogate modeling

This paper introduces a new approach to kriging surrogate model sampling points allocation. By introducing the second (dual) kriging during the model construction, the existing sampling points are reallocated to reduce overall memory requirements. Moreover, a new algorithm is proposed for selecting the position of the next sampling point by utilizing a modified expected improvement criterion.

• 出版日期2016-3