Comparison of Kriging-based algorithms for simulation optimization with heterogeneous noise
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Publication:1753578
DOI10.1016/j.ejor.2017.01.035zbMath1403.90553OpenAlexW2238431993MaRDI QIDQ1753578
Victor Picheny, Hamed Jalali, Inneke Van Nieuwenhuyse
Publication date: 29 May 2018
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2017.01.035
Directional data; spatial statistics (62H11) Nonconvex programming, global optimization (90C26) Derivative-free methods and methods using generalized derivatives (90C56) Approximation methods and heuristics in mathematical programming (90C59)
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