Concepedia

Multi-fidelity design optimisation strategy under uncertainty with limited computational budget

Péter Zénó Korondi, Mariapia Marchi, Lucia Parussini, Carlo Poloni

Optimization and Engineering · 2020 · 14 citations · 26 references

Concepts

ArchitectureComputational EngineeringDesignDesign OptimizationOptimizationOptimization Under UncertaintyOptimization-based DesignRobust Design OptimizationRobust OptimizationSurrogate-based OptimizationMulti-fidelity ModelingMulti-fidelity OptimizationRobust Engineering DesignSurrogate-based Optimization Under UncertaintyUncertainty-aware Design Optimization

References

26

Advances in neural information processing systems 7

Krzysztof J. Cios, Mark E. Shields · Neurocomputing · 1997 · 22.3K citations

Computing, Computer Science, Neuroscience +14

<i>Numerical Recipes, The Art of Scientific Computing</i>

William H. Press, Brian P. Flannery, Saul A. Teukolsky et al. · American Journal of Physics · 1987 · 10.1K citations

Computing, Computer Science, Computational Physics +10

Efficient Global Optimization of Expensive Black-Box Functions

Donald R. Jones, Matthias Schonlau, William J. Welch · Journal of Global Optimization · 1998 · 7.8K citations

Natural Sciences, Computer Science, Algorithms +10

Numerical Recipes: The Art of Scientific Computing

Eric R. Ziegel, William H. Press, Brian P. Flannery et al. · Technometrics · 1987 · 4.6K citations

Computing, Computer Science, Mathematics +12

Conditional value-at-risk for general loss distributions

R. T. Rockafellar, Stan Uryasev · Journal of Banking & Finance · 2002 · 3.7K citations

Business, Finance, Risk Management +14