One-dimensional global optimization for observations with noise

DOI10.1016/J.CAMWA.2004.12.014zbMath1127.90050OpenAlexW2107064133MaRDI QIDQ814080

James M. Calvin, Antanas Žilinskas

Publication date: 2 February 2006

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2004.12.014

zbMATH Keywords

optimizationstatistical models

Mathematics Subject Classification ID

Stochastic programming (90C15) Brownian motion (60J65)

Related Items (13)

Safe global optimization of expensive noisy black-box functions in the \(\delta \)-Lipschitz framework ⋮ Conditional optimization of a noisy function using a kriging metamodel ⋮ On the Least-Squares Fitting of Data by Sinusoids ⋮ Adaptation of a one-step worst-case optimal univariate algorithm of bi-objective Lipschitz optimization to multidimensional problems ⋮ On Acceleration of Derivative-Free Univariate Lipschitz Global Optimization Methods ⋮ On similarities between two models of global optimization: Statistical models and radial basis functions ⋮ A lower bound on convergence rates of nonadaptive algorithms for univariate optimization with noise ⋮ Visualization of a statistical approximation of the Pareto front ⋮ Operational zones for comparing metaheuristic and deterministic one-dimensional global optimization algorithms ⋮ Parallel Bayesian Global Optimization of Expensive Functions ⋮ Derivative-free local tuning and local improvement techniques embedded in the univariate global optimization ⋮ Optimal learning with a local parametric belief model ⋮ Multifidelity Monte Carlo Estimation with Adaptive Low-Fidelity Models

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