Premium
Non‐parametric‐validated computer‐simulation surrogates: a Pareto formulation
Author(s) -
Kambourides Miltos E.,
Yeşilyurt Serhat,
Patera Anthony T.
Publication year - 1998
Publication title -
international journal for numerical methods in engineering
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.421
H-Index - 168
eISSN - 1097-0207
pISSN - 0029-5981
DOI - 10.1002/(sici)1097-0207(19980730)42:6<971::aid-nme375>3.0.co;2-w
Subject(s) - surrogate model , pareto principle , parametric statistics , computer science , mathematical optimization , scale (ratio) , mathematics , statistics , physics , quantum mechanics
In the surrogate approach to simulation‐based optimization, the large‐scale simulation is evoked only to construct and validate a simplified input–output model; this simplified input–output model then serves as a simulation surrogate in subsequent engineering optimization studies. We present here ‘basic’ and Pareto surrogate formulations through an illustrative application from fluid dynamics. The critical ingredient of both formulations is a non‐parametric statistical validation and error estimation procedure which, based on verifiable hypotheses, precisely quantifies the effect of surrogate‐for‐simulation substitution on system predictability, stability, and optimality. The Pareto formulation improves upon the basic approach by operating only in the vicinity of the efficient frontier of the output achievable set for problems with many inputs and few outputs, this considerably reduces the dimensionality of the problem, and correspondingly improves the surrogate error estimates. © 1998 John Wiley & Sons, Ltd.