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Bayesian Guided Pattern Search for Robust Local Optimization

Summary: [This abstract is based on the authors' abstract.] A combination of statistical emulation using treed Gaussian processes and pattern search optimization results in a robust local optimization that is more efficient that when using either method alone. The approach is based on the augmentation of search patterns with location sets generated through improvement prediction over the input space. In addition, a computational framework is developed for asynchronous parallel implementation of the optimized algorithm.

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  • Topics: Statistical Process Control (SPC)
  • Keywords: Computer models, Response surface methodology (RSM), Process optimization, Gaussian curve
  • Author: Taddy, Matthew A.; Lee, Herbert K. H.; Gray, Genetha A.; Griffin, Joshua D.
  • Journal: Technometrics