A High-Precision Surrogate Modeling Method Based on Parallel Multipoint Expected Improvement Point Infill Criteria for Complex Simulation Problems
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Jack Kleijnen & Wim Beers & Inneke Nieuwenhuyse, 2012. "Expected improvement in efficient global optimization through bootstrapped kriging," Journal of Global Optimization, Springer, vol. 54(1), pages 59-73, September.
- Cadini, F. & Santos, F. & Zio, E., 2014. "An improved adaptive kriging-based importance technique for sampling multiple failure regions of low probability," Reliability Engineering and System Safety, Elsevier, vol. 131(C), pages 109-117.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Zhan, Hongyou & Xiao, Ning-Cong & Ji, Yuxiang, 2022. "An adaptive parallel learning dependent Kriging model for small failure probability problems," Reliability Engineering and System Safety, Elsevier, vol. 222(C).
- Menz, Morgane & Gogu, Christian & Dubreuil, Sylvain & Bartoli, Nathalie & Morio, Jérôme, 2020. "Adaptive coupling of reduced basis modeling and Kriging based active learning methods for reliability analyses," Reliability Engineering and System Safety, Elsevier, vol. 196(C).
- Puppo, L. & Pedroni, N. & Maio, F. Di & Bersano, A. & Bertani, C. & Zio, E., 2021. "A Framework based on Finite Mixture Models and Adaptive Kriging for Characterizing Non-Smooth and Multimodal Failure Regions in a Nuclear Passive Safety System," Reliability Engineering and System Safety, Elsevier, vol. 216(C).
- Zio, E., 2018. "The future of risk assessment," Reliability Engineering and System Safety, Elsevier, vol. 177(C), pages 176-190.
- Gaspar, B. & Teixeira, A.P. & Guedes Soares, C., 2017. "Adaptive surrogate model with active refinement combining Kriging and a trust region method," Reliability Engineering and System Safety, Elsevier, vol. 165(C), pages 277-291.
- Turati, Pietro & Pedroni, Nicola & Zio, Enrico, 2017. "Simulation-based exploration of high-dimensional system models for identifying unexpected events," Reliability Engineering and System Safety, Elsevier, vol. 165(C), pages 317-330.
- Jiang, Chen & Qiu, Haobo & Yang, Zan & Chen, Liming & Gao, Liang & Li, Peigen, 2019. "A general failure-pursuing sampling framework for surrogate-based reliability analysis," Reliability Engineering and System Safety, Elsevier, vol. 183(C), pages 47-59.
- Keshtegar, Behrooz & Chakraborty, Subrata, 2018. "An efficient-robust structural reliability method by adaptive finite-step length based on Armijo line search," Reliability Engineering and System Safety, Elsevier, vol. 172(C), pages 195-206.
- Li, Peiping & Wang, Yu, 2022. "An active learning reliability analysis method using adaptive Bayesian compressive sensing and Monte Carlo simulation (ABCS-MCS)," Reliability Engineering and System Safety, Elsevier, vol. 221(C).
- Keshtegar, Behrooz & Kisi, Ozgur, 2018. "RM5Tree: Radial basis M5 model tree for accurate structural reliability analysis," Reliability Engineering and System Safety, Elsevier, vol. 180(C), pages 49-61.
- Ni, Pinghe & Li, Jun & Hao, Hong & Yan, Weimin & Du, Xiuli & Zhou, Hongyuan, 2020. "Reliability analysis and design optimization of nonlinear structures," Reliability Engineering and System Safety, Elsevier, vol. 198(C).
- Dawei Zhan & Huanlai Xing, 2020. "Expected improvement for expensive optimization: a review," Journal of Global Optimization, Springer, vol. 78(3), pages 507-544, November.
- Kleijnen, Jack P.C. & Mehdad, E., 2013. "Conditional simulation for efficient global optimization," Other publications TiSEM 52e4860d-9887-4a63-b19a-7, Tilburg University, School of Economics and Management.
- Cadini, Francesco & Agliardi, Gian Luca & Zio, Enrico, 2017. "Estimation of rare event probabilities in power transmission networks subject to cascading failures," Reliability Engineering and System Safety, Elsevier, vol. 158(C), pages 9-20.
- Zhang, Xufang & Wang, Lei & Sørensen, John Dalsgaard, 2019. "REIF: A novel active-learning function toward adaptive Kriging surrogate models for structural reliability analysis," Reliability Engineering and System Safety, Elsevier, vol. 185(C), pages 440-454.
- Xu, Jun & Kong, Fan, 2018. "A new unequal-weighted sampling method for efficient reliability analysis," Reliability Engineering and System Safety, Elsevier, vol. 172(C), pages 94-102.
- Zhang, Jinhao & Xiao, Mi & Gao, Liang, 2019. "An active learning reliability method combining Kriging constructed with exploration and exploitation of failure region and subset simulation," Reliability Engineering and System Safety, Elsevier, vol. 188(C), pages 90-102.
- Keshtegar, Behrooz & Chakraborty, Souvik, 2018. "Dynamical accelerated performance measure approach for efficient reliability-based design optimization with highly nonlinear probabilistic constraints," Reliability Engineering and System Safety, Elsevier, vol. 178(C), pages 69-83.
- Cadini, F. & Gioletta, A., 2016. "A Bayesian Monte Carlo-based algorithm for the estimation of small failure probabilities of systems affected by uncertainties," Reliability Engineering and System Safety, Elsevier, vol. 153(C), pages 15-27.
- Mehdad, E. & Kleijnen, Jack P.C., 2014.
"Classic Kriging versus Kriging with Bootstrapping or Conditional Simulation : Classic Kriging's Robust Confidence Intervals and Optimization (Revised version of CentER DP 2013-038),"
Discussion Paper
2014-076, Tilburg University, Center for Economic Research.
- Mehdad, E. & Kleijnen, Jack P.C., 2014. "Classic Kriging versus Kriging with Bootstrapping or Conditional Simulation : Classic Kriging's Robust Confidence Intervals and Optimization (Revised version of CentER DP 2013-038)," Other publications TiSEM 4915047b-afe4-4fc7-8a1c-4, Tilburg University, School of Economics and Management.
More about this item
Keywords
Kriging surrogate model; point infill criteria; high-dimensional model;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:gam:jmathe:v:10:y:2022:i:17:p:3088-:d:899480. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: MDPI Indexing Manager (email available below). General contact details of provider: https://www.mdpi.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.