Surrogate Optimization of Computationally Expensive Black-Box Problems with Hidden Constraints (SHEBO) v1.0

RESOURCE

Abstract

SHEBO (surrogate optimization of problems with hidden constraints and expensive black-box objectives) is an efficient optimization algorithm that employs surrogate models to solve computationally expensive black-box simulation optimization problems that have hidden constraints. Hidden constraints are encountered when the objective function evaluation does not return a value for a parameter vector. These constraints are often encountered in optimization problems in which the objective function is computed by a black-box simulation code. SHEBO uses a combination of local and global search strategies together with an evaluability prediction function and a dynamically adjusted evaluability threshold to iteratively select new sample points.
Developers:
Mueller, Juliane [1]
  1. Lawrence Berkeley National Lab. (LBNL), Berkeley, CA (United States)
Release Date:
2019-10-14
Project Type:
Open Source, Publicly Available Repository
Software Type:
Scientific
Licenses:
BSD 3-clause "New" or "Revised" License
Sponsoring Org.:
Code ID:
31296
Site Accession Number:
2020-002
Research Org.:
Lawrence Berkeley National Laboratory (LBNL), Berkeley, CA (United States)
Country of Origin:
United States

RESOURCE

Citation Formats

Mueller, Juliane. Surrogate Optimization of Computationally Expensive Black-Box Problems with Hidden Constraints (SHEBO) v1.0. Computer Software. https://bitbucket.org/julianem/shebo-hidden-constraint-optimization/src/master. USDOE. 14 Oct. 2019. Web. doi:10.11578/dc.20191016.1.
Mueller, Juliane. (2019, October 14). Surrogate Optimization of Computationally Expensive Black-Box Problems with Hidden Constraints (SHEBO) v1.0. [Computer software]. https://bitbucket.org/julianem/shebo-hidden-constraint-optimization/src/master. https://doi.org/10.11578/dc.20191016.1.
Mueller, Juliane. "Surrogate Optimization of Computationally Expensive Black-Box Problems with Hidden Constraints (SHEBO) v1.0." Computer software. October 14, 2019. https://bitbucket.org/julianem/shebo-hidden-constraint-optimization/src/master. https://doi.org/10.11578/dc.20191016.1.
@misc{ doecode_31296,
title = {Surrogate Optimization of Computationally Expensive Black-Box Problems with Hidden Constraints (SHEBO) v1.0},
author = {Mueller, Juliane},
abstractNote = {SHEBO (surrogate optimization of problems with hidden constraints and expensive black-box objectives) is an efficient optimization algorithm that employs surrogate models to solve computationally expensive black-box simulation optimization problems that have hidden constraints. Hidden constraints are encountered when the objective function evaluation does not return a value for a parameter vector. These constraints are often encountered in optimization problems in which the objective function is computed by a black-box simulation code. SHEBO uses a combination of local and global search strategies together with an evaluability prediction function and a dynamically adjusted evaluability threshold to iteratively select new sample points.},
doi = {10.11578/dc.20191016.1},
url = {https://doi.org/10.11578/dc.20191016.1},
howpublished = {[Computer Software] \url{https://doi.org/10.11578/dc.20191016.1}},
year = {2019},
month = {oct}
}