@inproceedings{1f627cc6d1174a5895222957c78e944d,
title = "Adaptive sampling for optimization under uncertainty",
abstract = "The problems of interest are where the objective function must be evaluated using sampling techniques. The sampled function values are used to build an approximation to the response surface over the product space of uncertainties and design variables. This approximation is successively used in the integration over the space of uncertainties and in the optimization (minimization) over the space of design variables. A surrogate-based trust region method is used to determine a succession of design points for optimization.",
keywords = "Approximation algorithms, Civil engineering, Convergence, Design optimization, Estimation error, History, Response surface methodology, Sampling methods, Statistics, Uncertainty",
author = "Z. Wan and T. Igusa",
note = "Publisher Copyright: {\textcopyright} 2003 IEEE.; 4th International Symposium on Uncertainty Modeling and Analysis, ISUMA 2003 ; Conference date: 21-09-2003 Through 24-09-2003",
year = "2003",
doi = "10.1109/ISUMA.2003.1236195",
language = "English (US)",
series = "4th International Symposium on Uncertainty Modeling and Analysis, ISUMA 2003",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
pages = "423--428",
editor = "Attoh-Okine, {Nii O.} and Ayyub, {Bilal M.}",
booktitle = "4th International Symposium on Uncertainty Modeling and Analysis, ISUMA 2003",
}