Optional Correlation Function Method in Kriging for Stochastic Optimal Design
This paper is focused on the three strategies to improve efficiency and accuracy of approximate optimization models using Kriging. The strategies are performed by the stochastic process which is called stochastic-localization method as the criterion to move the local domains and the design of experiments, the classical design and space-filling design. We also propose the methodology conducted by the max-min reused sampling and a sequential adaptation algorithm of correlation functions. The proposed strategies are applied to the known analytical function such as Sandgren’s pressure vessel and three-bar truss for practical examples.
Changhee Lee, Jong-Bong Lee, Dong-Hwan Park and Suck-Joo Na
J. B. Im et al., "Optional Correlation Function Method in Kriging for Stochastic Optimal Design", Materials Science Forum, Vols. 580-582, pp. 609-612, 2008