KRIGING-BASED INFILL CRITERIA FOR EXPENSIVE OPTIMIZATION IN AEROSPACE PROBLEMS

Kriging-based Optimization has recently been developed continuosly due to its rising fame. The procedure is attractive because Kriging model can give good prediction and error, hence, it is possible to make tradeoffs between sampling at the current optimal or at the highest error. One important aspe...

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Main Author: Daffa Robani, Muhammad
Format: Final Project
Language:Indonesia
Subjects:
Online Access:https://digilib.itb.ac.id/gdl/view/39634
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Institution: Institut Teknologi Bandung
Language: Indonesia
id id-itb.:39634
spelling id-itb.:396342019-06-27T11:44:48ZKRIGING-BASED INFILL CRITERIA FOR EXPENSIVE OPTIMIZATION IN AEROSPACE PROBLEMS Daffa Robani, Muhammad Teknik (Rekayasa, enjinering dan kegiatan berkaitan) Indonesia Final Project Kriging-Based Optimization, Kriging Surrogate Model, Noisy Kriging Optimization, Approximate Knowledge Gradient, Expected Improvement, The Reinterpolation Procedure INSTITUT TEKNOLOGI BANDUNG https://digilib.itb.ac.id/gdl/view/39634 Kriging-based Optimization has recently been developed continuosly due to its rising fame. The procedure is attractive because Kriging model can give good prediction and error, hence, it is possible to make tradeoffs between sampling at the current optimal or at the highest error. One important aspect of Kriging-Based Optimization is the Infill Criteria, which is a criterion to select which design point to evaluate next by using the surrogate model of the samples before as the model to get the optimal value of its function. The selection of this infill criteria becomes important when the characteristics of the problem that is optimized are different, one of them is the appearance of noise in the response, as often found in many real-world aerospace problems. Approximate Knowledge Gradient (AKG), Reinterpolation Procedure (RI) and Expected Improvement (EI) infill criteria are developed here and used in optimizing some analytical test functions with added noise and a real-world case of minimizing the transonic airfoil’s coefficient of drag. Although the computation of AKG needs a more computational power, the infill criteria perform well at optimizing expensive-to-evaluate test functions with added noise and the optimization case of transonic airfoil compared to RI and EI infill criteria. Hence, it is interesting to continue developed and used in some real-world noisy aerospace problems optimization that uses relatively higher cost and time of evaluation. text
institution Institut Teknologi Bandung
building Institut Teknologi Bandung Library
continent Asia
country Indonesia
Indonesia
content_provider Institut Teknologi Bandung
collection Digital ITB
language Indonesia
topic Teknik (Rekayasa, enjinering dan kegiatan berkaitan)
spellingShingle Teknik (Rekayasa, enjinering dan kegiatan berkaitan)
Daffa Robani, Muhammad
KRIGING-BASED INFILL CRITERIA FOR EXPENSIVE OPTIMIZATION IN AEROSPACE PROBLEMS
description Kriging-based Optimization has recently been developed continuosly due to its rising fame. The procedure is attractive because Kriging model can give good prediction and error, hence, it is possible to make tradeoffs between sampling at the current optimal or at the highest error. One important aspect of Kriging-Based Optimization is the Infill Criteria, which is a criterion to select which design point to evaluate next by using the surrogate model of the samples before as the model to get the optimal value of its function. The selection of this infill criteria becomes important when the characteristics of the problem that is optimized are different, one of them is the appearance of noise in the response, as often found in many real-world aerospace problems. Approximate Knowledge Gradient (AKG), Reinterpolation Procedure (RI) and Expected Improvement (EI) infill criteria are developed here and used in optimizing some analytical test functions with added noise and a real-world case of minimizing the transonic airfoil’s coefficient of drag. Although the computation of AKG needs a more computational power, the infill criteria perform well at optimizing expensive-to-evaluate test functions with added noise and the optimization case of transonic airfoil compared to RI and EI infill criteria. Hence, it is interesting to continue developed and used in some real-world noisy aerospace problems optimization that uses relatively higher cost and time of evaluation.
format Final Project
author Daffa Robani, Muhammad
author_facet Daffa Robani, Muhammad
author_sort Daffa Robani, Muhammad
title KRIGING-BASED INFILL CRITERIA FOR EXPENSIVE OPTIMIZATION IN AEROSPACE PROBLEMS
title_short KRIGING-BASED INFILL CRITERIA FOR EXPENSIVE OPTIMIZATION IN AEROSPACE PROBLEMS
title_full KRIGING-BASED INFILL CRITERIA FOR EXPENSIVE OPTIMIZATION IN AEROSPACE PROBLEMS
title_fullStr KRIGING-BASED INFILL CRITERIA FOR EXPENSIVE OPTIMIZATION IN AEROSPACE PROBLEMS
title_full_unstemmed KRIGING-BASED INFILL CRITERIA FOR EXPENSIVE OPTIMIZATION IN AEROSPACE PROBLEMS
title_sort kriging-based infill criteria for expensive optimization in aerospace problems
url https://digilib.itb.ac.id/gdl/view/39634
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