On the choice of the low-dimensional domain for global optimization via random embeddings
From MaRDI portal
Publication:2301180
DOI10.1007/s10898-019-00839-1zbMath1440.90051arXiv1704.05318OpenAlexW2980498459WikidataQ126997051 ScholiaQ126997051MaRDI QIDQ2301180
David Ginsbourger, Olivier Roustant, Mickaël Binois
Publication date: 28 February 2020
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1704.05318
Related Items (4)
(Global) optimization: historical notes and recent developments ⋮ A cooperative approach to efficient global optimization ⋮ Scalable Bayesian optimization with generalized product of experts ⋮ Expected improvement for expensive optimization: a review
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Uncertainty management in simulation-optimization of complex systems. Algorithms and applications
- Variable-fidelity modeling of structural analysis of assemblies
- Branch and bound algorithms for maximizing expected improvement functions
- SOP: parallel surrogate global optimization with Pareto center selection for computationally expensive single objective problems
- Global optimization of expensive-to-evaluate functions: An empirical comparison of two sampling criteria
- Extremum problems for zonotopes
- Efficient global optimization of expensive black-box functions
- A class of test functions for global optimization
- Bayesian learning for neural networks
- Additive covariance kernels for high-dimensional Gaussian process modeling
- Derivative-free optimization: a review of algorithms and comparison of software implementations
- Random matrices: law of the determinant
- Global optimization of stochastic black-box systems via sequential kriging meta-models
- Experimental testing of advanced scatter search designs for global optimization of multimodal functions
- Bayesian Optimization in a Billion Dimensions via Random Embeddings
- Bayesian Design and Analysis of Computer Experiments: Use of Derivatives in Surface Prediction
- Lectures on Polytopes
- On Zonotopes
- On extreme points of regular convex sets
- A radial basis function method for global optimization
This page was built for publication: On the choice of the low-dimensional domain for global optimization via random embeddings