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Unformatted text preview: Interpolate or smooth to f,C on this data. May be able to interpolate to gradients as well Alexandrov Audet and Vicente (SIOPT 2008) Surrogates, global DFO, software, and references 96/109 Form of the DACE interpolants Polynomials introduce extraneous extremes that trap strawman Splinelike DACE interpolants can be written s ( x ) = d X i =1 w i ( x ) f ( x i ) . DACE predictions at any x are weighted averages of f at the data sites. Weight depends on how far site is from x . Correlation parameters for each site are estimated. Audet and Vicente (SIOPT 2008) Surrogates, global DFO, software, and references 97/109 Surrogate Management Framework6 f x 1 x 2 * * * is the incumbent solution Audet and Vicente (SIOPT 2008) Surrogates, global DFO, software, and references 98/109...
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This document was uploaded on 10/30/2011 for the course FIN 3403 at University of Florida.
 Spring '06
 Tapley
 Finance

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