Enhancing infill sampling criteria for surrogate-based constrained optimization
James M. Parr, Alexander I. J. Forrester, Andy J. Keane, Carren M. E. Holden · Journal of Computational Methods in Sciences and Engineering · 2012
A popular approach to handling constraints in surrogate-based optimization is through the addition of penalty functions to an infill sampling criterion that seeks objective improvement. Typical sampling metrics, such as expected improvement tend to h