2009-03-06

A Hybrid Optimization Scheme Combining Pattern Search and Gaussian Process

Genetha Gray, PhD, Sandia National Laboratories, Livermore

5 May 2009, 17:00; Location: S4|10-1

Every optimization technique has inherent strengths and weaknesses. Moreover, some optimization algorithms contain characteristics which make them better suited to solve particular kinds of problems. Hybridization, or the combining of two or more complementary, but distinct methods, allows the user to take advantage of the beneficial elements of multiple methods.  In this talk, we will describe an algorithm which combines statistical emulation via Gaussian process with pattern search optimization.  We will demonstrate the applicability of our hybrid method to a problem of calibrating a computational model of an electrical circuit.  In addition, we will describe how the treed Gaussian process can be used as a post-processing tool to increase insight into the problem and discuss the usefulness of hybrid schemes for incorporating  uncertainty.

Category: CE Seminar

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Technische Universität Darmstadt

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D-64293 Darmstadt

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