Comparison of Kriging-based algorithms for simulation optimization with heterogeneous noise

DOI10.1016/J.EJOR.2017.01.035zbMath1403.90553OpenAlexW2238431993MaRDI QIDQ1753578

Victor Picheny, Hamed Jalali, Inneke Van Nieuwenhuyse

Publication date: 29 May 2018

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2017.01.035

zbMATH Keywords

simulationranking and selectionstochastic Krigingoptimization via simulationheterogeneous noise

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Nonconvex programming, global optimization (90C26) Derivative-free methods and methods using generalized derivatives (90C56) Approximation methods and heuristics in mathematical programming (90C59)

Related Items (16)

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Uses Software

• EGO
• DiceOptim

Cites Work

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