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Structural and Multidisciplinary Optimization

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01-05-2015 | Research Paper

Performance study of multi-fidelity gradient enhanced kriging

Authors: Selvakumar Ulaganathan, Ivo Couckuyt, Francesco Ferranti, Eric Laermans, Tom Dhaene

Published in: Structural and Multidisciplinary Optimization | Issue 5/2015

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Abstract

Multi-fidelity surrogate modelling offers an efficient way to approximate computationally expensive simulations. In particular, Kriging-based surrogate models are popular for approximating deterministic data. In this work, the performance of Kriging is investigated when multi-fidelity gradient data is introduced along with multi-fidelity function data to approximate computationally expensive black-box simulations. To achieve this, the recursive CoKriging formulation is extended by incorporating multi-fidelity gradient information. This approach, denoted by Gradient-Enhanced recursive CoKriging (GECoK), is initially applied to two analytical problems. As expected, results from the analytical benchmark problems show that additional gradient information of different fidelities can significantly improve the accuracy of the Kriging model. Moreover, GECoK provides a better approximation even when the gradient information is only partially available. Further comparison between CoKriging, Gradient Enhanced Kriging, denoted by GEK, and GECoK highlights various advantages of employing single and multi-fidelity gradient data. Finally, GECoK is further applied to two real-life examples.

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Title: Performance study of multi-fidelity gradient enhanced kriging
Authors: Selvakumar Ulaganathan
Ivo Couckuyt
Francesco Ferranti
Eric Laermans
Tom Dhaene
Publication date: 01-05-2015
Publisher: Springer Berlin Heidelberg
Published in: Structural and Multidisciplinary Optimization / Issue 5/2015
Print ISSN: 1615-147X
Electronic ISSN: 1615-1488
DOI: https://doi.org/10.1007/s00158-014-1192-x

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