Gaussian process-based random search for continuous optimization via simulation

DOI10.1287/OPRE.2021.0303MaRDI QIDQ7009351zbMATH OpenFDO

Authors Xiuxian Wang, L. Jeff Hong, Zhibin Jiang

Publication date 20 March 2025

Published in Operations Research (Search for Journal in Brave)

zbMATH Keywords

rate of convergenceconvergenceGaussian process regressionrandom search algorithmscontinuous optimization via simulation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Stochastic programming (90C15) Mathematical modeling or simulation for problems pertaining to operations research and mathematical programming (90-10)

Cited in

(1)

• Review of large-scale simulation optimization

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