摘要
用极大似然估计法和交替方向法估计Kriging模型参数,提出一种基于有效集共轭梯度法的Kriging模型参数优化算法,并在此基础上改进了高效全局优化算法.结果表明,利用改进的全局优化算法可解决高效全局优化算法的过早收敛问题.
Based on the maximum likelihood estimation method and the alternating direction method to estimate the parameters of Kriging model,a Kriging model parameter optimization algorithm based on active set conjugate gradient method was proposed on the basis of which the global optimization algorithm was improved.Finally,the problem of premature convergence has been solved by means of the improved global optimization algorithm.
出处
《吉林大学学报（理学版）》
CAS
CSCD
北大核心
2016年第1期40-44,共5页
Journal of Jilin University:Science Edition
基金
国家自然科学基金(批准号:61179040)
中央高校基本科研业务费专项基金(批准号:JY10000970009)
关键词
KRIGING模型
极大似然估计
高效全局优化算法
共轭梯度法
Kriging model
maximum likelihood estimation
efficient global optimization algorithm
conjugate gradient method
