3658 近似最適設計における勾配及び二次勾配の予測精度について(S24-5 最適設計・非線形問題,S24 数理・数値解析による先端材料評価)

抄録

This paper discusses accuracy of estimated gradient and Hessian components in approximate optimization. Several flexible approximate optimization methods can estimate gradient and Hessian components of an estimated surface without using finite difference, and it will be available in approximate optimization process using a gradient-based optimization method. Since its accuracy affects an estimated result of optimum solution or convexity, accuracy of estimations by those flexible methods should be investigated. In this study, accuracy of gradient and Hessian estimation by Kriging method is investigated. At first, in this paper, a formulation for gradient and Hessian estimations by Kriging method is described. Next, accuracy of those estimations is discussed with numerical results.