Expected improvement for expensive optimization: a review
From MaRDI portal
Publication:2022176
Recommendations
- A complete expected improvement criterion for Gaussian process assisted highly constrained expensive optimization
- Optimization via simulation: A review
- Branch and bound algorithms for maximizing expected improvement functions
- Improving the complexities of approximation algorithms for optimization problems
- Constrained optimization in expensive simulation: novel approach
- Computational intelligence in expensive optimization problems
- The effectiveness of finite improvement algorithms for finding global optima
- A new expected-improvement algorithm for continuous minimax optimization
Cites work
- A Bayesian approach to constrained single- and multi-objective optimization
- A knowledge-based approach to response surface modelling in multifidelity optimization
- A Knowledge-Gradient Policy for Sequential Information Collection
- A multicriteria generalization of Bayesian global optimization
- A multiobjective optimization based framework to balance the global exploration and local exploitation in expensive optimization
- A new expected-improvement algorithm for continuous minimax optimization
- A radial basis function method for global optimization
- A supermartingale approach to Gaussian process based sequential design of experiments
- A taxonomy of global optimization methods based on response surfaces
- An adaptive radial basis algorithm (ARBF) for expensive black-box global optimization
- An informational approach to the global optimization of expensive-to-evaluate functions
- Analysis of multi-objective Kriging-based methods for constrained global optimization
- Balancing global and local search in parallel efficient global optimization algorithms
- Bayesian adaptive reconstruction of profile optima and optimizers
- Bayesian optimization in a billion dimensions via random embeddings
- Branch and bound algorithms for maximizing expected improvement functions
- Compactly supported correlation functions
- Comparison of Kriging-based algorithms for simulation optimization with heterogeneous noise
- Computational intelligence in expensive optimization problems
- Computing 3-D expected hypervolume improvement and related integrals in asymptotically optimal time
- Constrained efficient global optimization with support vector machines
- Constrained global optimization of expensive black box functions using radial basis functions
- Convergence properties of the expected improvement algorithm with fixed mean and covariance functions
- Convergence rates of efficient global optimization algorithms
- Design and analysis of computer experiments. With comments and a rejoinder by the authors
- Efficient global optimization algorithm assisted by multiple surrogate techniques
- Efficient global optimization for high-dimensional constrained problems by using the Kriging models combined with the partial least squares method
- Efficient global optimization of expensive black-box functions
- Evolutionary Multi-Criterion Optimization
- Examples of inconsistency in optimization by expected improvement
- Expected improvement in efficient global optimization through bootstrapped Kriging
- Extended co-Kriging interpolation method based on multi-fidelity data
- Fast calculation of multiobjective probability of improvement and expected improvement criteria for Pareto optimization
- Gaussian processes for machine learning.
- Global optimization of expensive-to-evaluate functions: An empirical comparison of two sampling criteria
- Global optimization of stochastic black-box systems via sequential kriging meta-models
- scientific article; zbMATH DE number 3612796 (Why is no real title available?)
- scientific article; zbMATH DE number 1556153 (Why is no real title available?)
- Influence of ensemble surrogate models and sampling strategy on the solution quality of algorithms for~computationally expensive black-box global optimization problems
- Kriging metamodeling in simulation: a review
- Kriging-based infill sampling criterion for constraint handling in multi-objective optimization
- Min-median-max metamodel-based unconstrained nonlinear optimization problems
- Multi-fidelity optimization via surrogate modelling
- Multiobjective optimization of expensive-to-evaluate deterministic computer simulator models
- Nash game based efficient global optimization for large-scale design problems
- On the choice of the low-dimensional domain for global optimization via random embeddings
- On the convergence rates of expected improvement methods
- On the design of optimization strategies based on global response surface approximation models
- Predicting the output from a complex computer code when fast approximations are available
- Pseudo expected improvement criterion for parallel EGO algorithm
- Quantifying uncertainty on Pareto fronts with Gaussian process conditional simulations
- Sequential design of computer experiments for the estimation of a probability of failure
- The design and analysis of computer experiments
- The knowledge-gradient policy for correlated normal beliefs
- Two-layer adaptive surrogate-assisted evolutionary algorithm for high-dimensional computationally expensive problems
Cited in
(28)- MVMOO: mixed variable multi-objective optimisation
- A complete expected improvement criterion for Gaussian process assisted highly constrained expensive optimization
- Examples of inconsistency in optimization by expected improvement
- Pseudo expected improvement criterion for parallel EGO algorithm
- A new expected-improvement algorithm for continuous minimax optimization
- On the convergence rates of expected improvement methods
- A multicriteria generalization of Bayesian global optimization
- Predictions for the Future of Optimisation Research
- Parallel Bayesian global optimization of expensive functions
- (Global) optimization: historical notes and recent developments
- A novel sampling method for adaptive gradient-enhanced kriging
- Collaborative and adaptive Bayesian optimization for bounding variances and probabilities under hybrid uncertainties
- A cooperative approach to efficient global optimization
- SMGO-\(\Delta\): balancing caution and reward in global optimization with black-box constraints
- Optimal experimental design: formulations and computations
- Bayesian Optimization via Exact Penalty
- Optimization of expensive black-box problems with penalized expected improvement
- Efficient gradient-enhanced Bayesian optimizer with comparisons to conjugate-gradient and quasi-Newton optimizers for unconstrained local optimization
- Voronoi candidates for Bayesian optimization
- Goal-oriented Bayesian optimal experimental design for nonlinear models using Markov chain Monte Carlo
- Data-driven parameterization refinement for the structural optimization of cruise ship hulls
- 3D material optimization of functionally graded shells using incremental kriging surrogates and adaptive infill strategies
- TS-RSR: a provably efficient approach for batch Bayesian optimization
- Addressing mixed constraints: an improved framework for black-box optimization
- Convergence towards a local minimum by direct search methods with a covering step
- Multiobjective optimization using the R2 utility
- Constrained optimization in simulation: efficient global optimization and Karush-Kuhn-Tucker conditions
- Constrained Bayesian Optimization with Feasibility-Infeasibility Weighted Improvement Criterion
This page was built for publication: Expected improvement for expensive optimization: a review
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2022176)
