Convergence properties of the expected improvement algorithm with fixed mean and covariance functions (Q988941)

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scientific article; zbMATH DE number 5773093
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    Convergence properties of the expected improvement algorithm with fixed mean and covariance functions
    scientific article; zbMATH DE number 5773093

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      Convergence properties of the expected improvement algorithm with fixed mean and covariance functions (English)
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      19 August 2010
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      Bayesian optimization
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      computer experiments
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      Gaussian process
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      global optimization
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      sequential design
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      RKHS
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