A new expected-improvement algorithm for continuous minimax optimization
From MaRDI portal
Publication:280101
DOI10.1007/S10898-015-0344-XzbMATH Open1345.90105OpenAlexW1018941212MaRDI QIDQ280101FDOQ280101
Eric Walter, Julien Marzat, Hélène Piet-Lahanier
Publication date: 29 April 2016
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10898-015-0344-x
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
- Efficient global optimization of expensive black-box functions
- The design and analysis of computer experiments.
- A taxonomy of global optimization methods based on response surfaces
- Title not available (Why is that?)
- Title not available (Why is that?)
- Sequential design of computer experiments for the estimation of a probability of failure
- 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
- Lipschitzian optimization without the Lipschitz constant
- Theory and Applications of Robust Optimization
- Robust optimization
- Design and Analysis of Experiments, Second Edition
- Title not available (Why is that?)
- Simultaneous Kriging-based estimation and optimization of mean response
- An algorithm for the global optimization of a class of continuous minimax problems
- Robust optimization - a comprehensive survey
- A versatile stochastic model of a function of unknown and time varying form
- Minimax and applications
- Worst-case global optimization of black-box functions through Kriging and relaxation
- Global optimization of stochastic black-box systems via sequential kriging meta-models
- Necessary conditions for min-max problems and algorithms by a relaxation procedure
- Title not available (Why is that?)
- Convergence rates of efficient global optimization algorithms
- Global Search Based on Efficient Diagonal Partitions and a Set of Lipschitz Constants
Cited In (6)
- Automatic generation of algorithms for robust optimisation problems using grammar-guided genetic programming
- Bayesian Optimization of Expected Quadratic Loss for Multiresponse Computer Experiments with Internal Noise
- A largest empty hypersphere metaheuristic for robust optimisation with implementation uncertainty
- Expected improvement for expensive optimization: a review
- Particle swarm metaheuristics for robust optimisation with implementation uncertainty
- A sampling criterion for constrained Bayesian optimization with uncertainties
Uses Software
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)
