Global optimization of expensive-to-evaluate functions: An empirical comparison of two sampling criteria
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Publication:1029699
DOI10.1007/S10898-008-9313-YzbMATH Open1169.90460OpenAlexW2149223097MaRDI QIDQ1029699FDOQ1029699
Authors: Julien Villemonteix, Emmanuel Vazquez, Maryan Sidorkiewicz, Eric Walter 
Publication date: 13 July 2009
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10898-008-9313-y
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Cites Work
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- Response surface methodology. Process and product optimization using designed experiments
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- An informational approach to the global optimization of expensive-to-evaluate functions
- Global optimization of stochastic black-box systems via sequential kriging meta-models
- Widely Convergent Method for Finding Multiple Solutions of Simultaneous Nonlinear Equations
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- Minimization Algorithms for Functions with Random Noise
- Some experiments in global optimization
Cited In (16)
- Analyzing stochastic computer models: a review with opportunities
- Designing an optimal search algorithm with respect to prior information
- Constrained Bayesian optimization with noisy experiments
- Variance or spectral density in sampled data filtering?
- A complete expected improvement criterion for Gaussian process assisted highly constrained expensive optimization
- Expected improvement for expensive optimization: a review
- On the choice of the low-dimensional domain for global optimization via random embeddings
- Simultaneous Kriging-based estimation and optimization of mean response
- Global optimization advances in mixed-integer nonlinear programming, MINLP, and constrained derivative-free optimization, CDFO
- Conditional optimization of a noisy function using a kriging metamodel
- A surrogate-based optimization method with RBF neural network enhanced by linear interpolation and hybrid infill strategy
- Optimization by combining experiments with samples of varying precision
- Integrated experimental design and nonlinear optimization to handle computationally expensive models under resource constraints
- An informational approach to the global optimization of expensive-to-evaluate functions
- Expected improvement in efficient global optimization through bootstrapped Kriging
- Bayesian optimization approaches for identifying the best genotype from a candidate population
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