Application of Bayesian approach to numerical methods of global and stochastic optimization

DOI10.1007/BF01099263zbMath0801.90099MaRDI QIDQ1327427

Jonas Mockus

Publication date: 1994

Published in: Journal of Global Optimization (Search for Journal in Brave)

zbMATH Keywords

Bayesian approachcontinuous multimodal functionsglobal and stochastic optimization

Mathematics Subject Classification ID

Nonlinear programming (90C30) Stochastic programming (90C15) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

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Uses Software

• NLPQL

Cites Work

• An introduction to bispectral analysis and bilinear time series models
• Global optimization and stochastic differential equations
• Nonlinear observation via global optimization: measure theory approach
• Concurrent function evaluations in local and global optimization
• Global optimization with data perturbations
• Constrained global optimization: algorithms and applications
• A probabilistic algorithm for global optimization
• Algorithms for parametric nonconvex programming
• Bayesian approach to global optimization and application to multiobjective and constrained problems
• A collection of test problems for constrained global optimization algorithms
• Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
• Improving hit-and-run for global optimization
• Bayesian stopping rules for multistart global optimization methods
• Jointly Constrained Biconvex Programming
• On the Systematic Search in a Hypercube
• On the Convergence of the Variable Metric Algorithm
• A Sequential Method Seeking the Global Maximum of a Function
• Sequential Minimax Search for a Maximum
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