Abstract
Motivated by the need of finding optimal configuration in the high-performance computing (HPC) system, this work proposes an adaptive-region sequential design (ARSD) for optimization of computer experiments with qualitative and quantitative factors. Experiments with both qualitative and quantitative factors are also encountered in other applications. The proposed ARSD method considers a sequential design criterion under the additive Gaussian process to deal with both qualitative and quantitative factors. Moreover, the adaptiveness of the proposed sequential procedure allows the selection of next design point from the adaptive design region achieving a meaningful balance between exploitation and exploration for optimization. Theoretical justification of the adaptive design region is provided. The performance of the proposed method is evaluated by several numerical examples in simulations. The case study of HPC performance optimization further elaborates the merits of the proposed method.
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