Expected improvement in efficient global optimization through bootstrapped Kriging

DOI10.1007/S10898-011-9741-YzbMath1254.90176OpenAlexW3121478259MaRDI QIDQ445325

Jack P. C. Kleijnen, Wim C. M. van Beers, Inneke Van Nieuwenhuyse

Publication date: 24 August 2012

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-011-9741-y

zbMATH Keywords

OptimizationSimulationBootstrapKriging

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26)

Related Items (14)

Tracking global optima in dynamic environments with efficient global optimization ⋮ Efficient global optimization algorithm assisted by multiple surrogate techniques ⋮ A Multilevel Simulation Optimization Approach for Quantile Functions ⋮ Combined Global and Local Search for Optimization with Gaussian Process Models ⋮ Exploring or reducing noise? A global optimization algorithm in the presence of noise ⋮ Gaussian processes for history-matching: application to an unconventional gas reservoir ⋮ Universal Prediction Distribution for Surrogate Models ⋮ Comparison of Kriging-based algorithms for simulation optimization with heterogeneous noise ⋮ A surrogate-based optimization method with RBF neural network enhanced by linear interpolation and hybrid infill strategy ⋮ Expected improvement for expensive optimization: a review ⋮ Bi-objective decision making in global optimization based on statistical models ⋮ An extended two-stage sequential optimization approach: properties and performance ⋮ An improved approach for estimating the hyperparameters of the Kriging model for high-dimensional problems through the partial least squares method ⋮ Simulation optimization: a review of algorithms and applications

Uses Software

• DACE
• SPACE
• EGO
• bootstrap

Cites Work

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