Branch and bound algorithms for maximizing expected improvement functions

DOI10.1016/j.jspi.2010.05.011zbMath1197.62117arXiv1003.0804OpenAlexW2121437933MaRDI QIDQ710752

Mark Franey, Pritam Ranjan, Hugh A. Chipman

Publication date: 22 October 2010

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1003.0804

zbMATH Keywords

computer experimentsfeature estimation

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Applications of statistics to physics (62P35) Sequential statistical design (62L05)

Related Items

Expected improvement for expensive optimization: a review ⋮ On the choice of the low-dimensional domain for global optimization via random embeddings ⋮ A Sequential Design Approach for Calibrating Dynamic Computer Simulators

Uses Software

• EGO

Cites Work

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