Expected improvement based infill sampling for global robust optimization of constrained problems

DOI10.1007/s11081-016-9346-xzbMath1390.90457WikidataQ59514113 ScholiaQ59514113MaRDI QIDQ1642975

Samee ur Rehman, Matthijs Langelaar

Publication date: 18 June 2018

Published in: Optimization and Engineering (Search for Journal in Brave)

Full work available at URL: http://resolver.tudelft.nl/uuid:50d919e3-ba70-4768-92f3-31471bcf58c0

zbMATH Keywords

robust optimization; Kriging; expected improvement; efficient global optimization

Mathematics Subject Classification ID

62P30: Applications of statistics in engineering and industry; control charts

62D05: Sampling theory, sample surveys

90C47: Minimax problems in mathematical programming

90C26: Nonconvex programming, global optimization

Uses Software

• SPACE
• EGO