Stochastic Optimization with Simulation Based Optimization. A Surrogate Model Framework

Stochastic Optimization with Simulation Based Optimization. A Surrogate Model Framework

Xiaotao Wan

     

бумажная книга



Издательство: Книга по требованию
Дата выхода: июль 2011
ISBN: 978-3-6391-4015-6
Объём: 136 страниц
Масса: 227 г
Размеры(В x Ш x Т), см: 23 x 16 x 1

Stochastic optimization is vital to making sound engineering and business decisions under uncertainty. While the limited capability of handling complex domain structures and random variables renders analytic methods helpless in many circumstances, stochastic optimization based on simulation is widely applicable. This work extends the traditional response surface methodology into a surrogate model framework to address high dimensional stochastic problems. The framework integrates Latin hypercube sampling (LHS), domain reduction techniques, least square support vector machine (LSSVM) and design

Данное издание не является оригинальным. Книга печатается по технологии принт-он-деманд после получения заказа.