Bayesian and High-Dimensional Global Optimization

DOI10.1007/978-3-030-64712-4MaRDI QIDQ5146731zbMATH OpenOpenAlexFDO

Authors A. Zhigljavsky, Antanas Žilinskas

Publication date 26 January 2021

Published in SpringerBriefs in Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-030-64712-4

zbMATH Keywords

approximation methodsBayesian global optimizationglobal optimizationglobal random searchheuristicsstochastic programming

Mathematics Subject Classification ID

Bayesian inference (62F15) Numerical mathematical programming methods (65K05) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Stochastic programming (90C15) Nonconvex programming, global optimization (90C26) Approximation methods and heuristics in mathematical programming (90C59)

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Cited in

(20)

• Bayesian optimization and genericity
• Scalability of the Bayesian optimization algorithm.
• Posterior exploration based sequential Monte Carlo for global optimization
• High-dimensional optimization and probability. With a view towards data science
• Efficient quantisation and weak covering of high dimensional cubes
• Combining Bayesian optimization and Lipschitz optimization
• Stochastic global optimization.
• Bayesian Monte Carlo for the Global Optimization of Expensive Functions
• A hybrid of Bayesian-based global search with Hooke-Jeeves local refinement for multi-objective optimization problems
• Bayesian optimization and data science
• Improving exploration strategies in large dimensions and rate of convergence of global random search algorithms
• Numerical methods using two different approximations of space-filling curves for black-box global optimization
• On asymptotic convergence rate of random search
• Determining solution set of nonlinear inequalities using space-filling curves for finding working spaces of planar robots
• On exponential convergence of random variables
• Convergence towards a local minimum by direct search methods with a covering step
• Mind the gap: hole-filling and reconstruction of high-dimensional manifolds from noisy scattered data
• Constrained optimization in simulation: efficient global optimization and Karush-Kuhn-Tucker conditions
• -competitiveness. An approach to multi-objective optimization with high computation costs in Lipschitz functions
• An open-source parallel algorithm of Bayesian-based global search with Hooke-Jeeves local refinement for multi-objective optimization problems

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