Non-stationary kriging for design optimization
David J. J. Toal, Andy J. Keane · Engineering Optimization · 2011
Traditional surrogate modelling techniques, such as kriging, have been employed quite effectively within design optimizations. However, such models can fail to reproduce non-stationary responses accurately. This article explores the application of non-stationary kriging to design optimization and attempts to determine its applicability with regard to the optimization of both stationary and non-stationary objective functions. A series of analytical test problems and an engineering design problem are used to compare the performance of non-stationary and adaptive partial non-stationary kriging to traditional stationary kriging.