An extended two-stage sequential optimization approach: properties and performance
From MaRDI portal
Publication:2023982
DOI10.1016/j.ejor.2020.04.045zbMath1487.90503OpenAlexW3028105819MaRDI QIDQ2023982
Szu Hui Ng, Songhao Wang, Giulia Pedrielli
Publication date: 3 May 2021
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2020.04.045
Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Stochastic programming (90C15)
Related Items
A Multilevel Simulation Optimization Approach for Quantile Functions, Combined Global and Local Search for Optimization with Gaussian Process Models
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC
- Comparison of Gaussian process modeling software
- Expected improvement in efficient global optimization through bootstrapped Kriging
- Handbook of simulation optimization
- Pattern discrete and mixed hit-and-run for global optimization
- Simultaneous statistical inference. 2nd ed
- Efficient global optimization of expensive black-box functions
- Interpolation of spatial data. Some theory for kriging
- Bayesian algorithms for one-dimensional global optimization
- The design and analysis of computer experiments.
- Simulation budget allocation for further enhancing the efficiency of ordinal optimization
- Comparison of Kriging-based algorithms for simulation optimization with heterogeneous noise
- Robustness of kriging when interpolating in random simulation with heterogeneous variances: some experiments
- Global optimization of stochastic black-box systems via sequential kriging meta-models
- Stochastic Kriging for Simulation Metamodeling
- Numerical Optimization
- Improvements on Cross-Validation: The .632+ Bootstrap Method
- Nested Partitions Method for Global Optimization
- ASTRO-DF: A Class of Adaptive Sampling Trust-Region Algorithms for Derivative-Free Stochastic Optimization
- On Sampling Rates in Simulation-Based Recursions
- Industrial strength COMPASS
- Bayesian Kriging Analysis and Design for Stochastic Simulations
- Integer-Ordered Simulation Optimization using R-SPLINE
- Analysis of Sample-Path Optimization
- Simulation Optimization: A Review and Exploration in the New Era of Cloud Computing and Big Data
- Convergence rates of efficient global optimization algorithms
