Application of Bayesian approach to numerical methods of global and stochastic optimization (Q1327427): Difference between revisions

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+Jointly Constrained Biconvex Programming
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+Global optimization and stochastic differential equations
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+A probabilistic algorithm for global optimization
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+Algorithms for parametric nonconvex programming
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+Bayesian stopping rules for multistart global optimization methods
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+Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
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+A collection of test problems for constrained global optimization algorithms
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+Nonlinear observation via global optimization: measure theory approach
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+Global optimization with data perturbations
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+Sequential Minimax Search for a Maximum
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+Bayesian approach to global optimization and application to multiobjective and constrained problems
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+Constrained global optimization: algorithms and applications
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+On the Convergence of the Variable Metric Algorithm
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+Concurrent function evaluations in local and global optimization
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+A Sequential Method Seeking the Global Maximum of a Function
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+On the Systematic Search in a Hypercube
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+An introduction to bispectral analysis and bilinear time series models
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+Improving hit-and-run for global optimization
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+Publication:1327427