Mark Franey

  1. Branch and Bound Algorithms for Maximizing Expected Improvement Functions.

    Authors: Pritam Ranjan, Mark Franey, Hugh Chipman
    Subjects: Methodology
    Abstract

    Deterministic computer simulations are often used as a replacement for
    complex physical experiments. Although less expensive than physical
    experimentation, computer codes can still be time-consuming to run. An
    effective strategy for exploring the response surface of the deterministic
    simulator is the use of an approximation to the computer code, such as a
    Gaussian process (GP) model, coupled with a sequential sampling strategy for
    choosing design points that can be used to build the GP model.

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