Dice and slice simulation optimization for high-dimensional discrete problems
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Cites work
- Balancing exploitation and exploration in discrete optimization via simulation through a Gaussian process-based search
- Bayesian optimization in a billion dimensions via random embeddings
- Bayesian optimization via simulation with pairwise sampling and correlated prior beliefs
- Complete expected improvement converges to an optimal budget allocation
- Data-driven kriging models based on FANOVA-decomposition
- Efficient global optimization of expensive black-box functions
- Gaussian Markov Random Fields
- Gaussian Markov random fields for discrete optimization via simulation: framework and algorithms
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- Handbook of simulation optimization
- Hierarchical knowledge gradient for sequential sampling
- High dimensional kriging metamodelling utilising gradient information
- On ANOVA decompositions of kernels and Gaussian random field paths
- Projected Gaussian Markov improvement algorithm for high-dimensional discrete optimization via simulation
- Rapid Discrete Optimization via Simulation with Gaussian Markov Random Fields
- The knowledge-gradient policy for correlated normal beliefs
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