A new expected-improvement algorithm for continuous minimax optimization
From MaRDI portal
(Redirected from Publication:280101)
Recommendations
- Worst-case global optimization of black-box functions through Kriging and relaxation
- An informational approach to the global optimization of expensive-to-evaluate functions
- Simultaneous Kriging-based estimation and optimization of mean response
- Expected improvement in efficient global optimization through bootstrapped Kriging
- Expected improvement for expensive optimization: a review
Cites work
- scientific article; zbMATH DE number 43985 (Why is no real title available?)
- scientific article; zbMATH DE number 1556153 (Why is no real title available?)
- scientific article; zbMATH DE number 1834580 (Why is no real title available?)
- A taxonomy of global optimization methods based on response surfaces
- A unifying view of sparse approximate Gaussian process regression
- A versatile stochastic model of a function of unknown and time varying form
- An algorithm for the global optimization of a class of continuous minimax problems
- An informational approach to the global optimization of expensive-to-evaluate 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 Experiments, Second Edition
- Efficient global optimization of expensive black-box functions
- Global Search Based on Efficient Diagonal Partitions and a Set of Lipschitz Constants
- Global optimization of stochastic black-box systems via sequential kriging meta-models
- Lipschitzian optimization without the Lipschitz constant
- Minimax and applications
- Necessary conditions for min-max problems and algorithms by a relaxation procedure
- Robust optimization
- Robust optimization - a comprehensive survey
- Sequential design of computer experiments for the estimation of a probability of failure
- Simultaneous Kriging-based estimation and optimization of mean response
- The design and analysis of computer experiments.
- Theory and applications of robust optimization
- Worst-case global optimization of black-box functions through Kriging and relaxation
Cited in
(7)- A sampling criterion for constrained Bayesian optimization with uncertainties
- Automatic generation of algorithms for robust optimisation problems using grammar-guided genetic programming
- A largest empty hypersphere metaheuristic for robust optimisation with implementation uncertainty
- Expected improvement for expensive optimization: a review
- Worst-case global optimization of black-box functions through Kriging and relaxation
- Bayesian optimization of expected quadratic loss for multiresponse computer experiments with internal noise
- Particle swarm metaheuristics for robust optimisation with implementation uncertainty
This page was built for publication: A new expected-improvement algorithm for continuous minimax optimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q280101)
