Sequential Design of Computer Experiments: Current Status and Future Directions
  • Mai Thi Hong Phan
  • Byun, Jai-Hyun
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초록

A brief literature review addresses the sequential design of computer experiments. Algorithms, initial designs, surrogate modeling, and stopping criteria are presented. Sequential designs are classified in terms of deterministic/stochastic, granularity, and model-free/model-dependent. Criteria for exploitation and exploration are presented. Some hybrid algorithms that balance exploitation and exploration are introduced and compared with an illustrative example Practitioners working on computer simulators can benefit from the review presented in this paper by implementing the sequential design of computer experiments.

키워드

Design and Analysis of Computer ExperimentsSpace-Filling DesignsSequential DesignExploration and ExploitationLATIN HYPERCUBE DESIGNSSPACE-FILLING DESIGNSADAPTIVE DESIGNSTRATEGYEXPLORATION
제목
Sequential Design of Computer Experiments: Current Status and Future Directions
저자
Mai Thi Hong PhanByun, Jai-Hyun
DOI
10.7232/iems.2022.21.1.137
발행일
2022-03
유형
Article
저널명
Industrial Engineering & Management Systems
21
1
페이지
137 ~ 150