surrogates jl

We have hosted the application surrogates jl in order to run this application in our online workstations with Wine or directly.

Quick description about surrogates jl:

A surrogate model is an approximation method that mimics the behavior of a computationally expensive simulation. In more mathematical terms: suppose we are attempting to optimize a function f(p), but each calculation of f is very expensive. It may be the case we need to solve a PDE for each point or use advanced numerical linear algebra machinery, which is usually costly. The idea is then to develop a surrogate model g which approximates f by training on previous data collected from evaluations of f.

Features:

• Sample selection
• Construction of the surrogate model
• Surrogate optimization
• Sampling can be done through QuasiMonteCarlo.jl
• Second Order Polynomial
• Gradient Enhanced Kriging

Programming Language: Julia.
Categories: