Exploring or reducing noise? A global optimization algorithm in the presence of noise
DOI10.1007/S00158-012-0874-5zbMATH Open1274.90415OpenAlexW179205152MaRDI QIDQ382006FDOQ382006
Authors: Didier Rullière, Alaeddine Faleh, Frédéric Planchet, Wassim Youssef
Publication date: 15 November 2013
Published in: Structural and Multidisciplinary Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00158-012-0874-5
Recommendations
- One-dimensional global optimization for observations with noise
- scientific article; zbMATH DE number 37742
- Almost surely convergent global optimziation algorithm using noise-corrupted observations
- scientific article; zbMATH DE number 1199852
- A direct search algorithm for optimization with noisy function evaluations
Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Stochastic programming (90C15) Sensitivity, stability, parametric optimization (90C31) Hydro- and aero-acoustics (76Q05)
Cites Work
- Efficient global optimization of expensive black-box functions
- A Simplex Method for Function Minimization
- A taxonomy of global optimization methods based on response surfaces
- Title not available (Why is that?)
- A Stochastic Approximation Method
- Lipschitzian optimization without the Lipschitz constant
- Kriging metamodeling in simulation: a review
- Handbook of global optimization
- Computational geometry. Algorithms and applications.
- Branch-and-Bound Methods: A Survey
- A branch and bound method for stochastic global optimization
- General bounds and finite-time improvement for the Kiefer-Wolfowitz stochastic approximation algorithm
- Stochastic Estimation of the Maximum of a Regression Function
- Multidimensional Stochastic Approximation Methods
- A Sequential Method Seeking the Global Maximum of a Function
- Simulated annealing in the presence of noise
- Global optimization using interval analysis: The one-dimensional case
- Response Surfaces, Mixtures, and Ridge Analyses
- Variational approaches and other contributions in stochastic optimization.
- Expected improvement in efficient global optimization through bootstrapped Kriging
Cited In (13)
- A branch-and-bound algorithm with growing datasets for large-scale parameter estimation
- Hesitant adaptive search with estimation and quantile adaptive search for global optimization with noise
- One-dimensional global optimization for observations with noise
- Towards global parameter estimation exploiting reduced data sets
- Using global optimization for a microparticle identification problem with noisy data
- Conditional optimization of a noisy function using a kriging metamodel
- Surrogate-based feasibility analysis for black-box stochastic simulations with heteroscedastic noise
- Safe global optimization of expensive noisy black-box functions in the \(\delta \)-Lipschitz framework
- Tabu search when noise is present: An illustration in the context of cause and effect analysis
- A derivative-free optimization algorithm for the efficient minimization of functions obtained via statistical averaging
- Title not available (Why is that?)
- Almost surely convergent global optimziation algorithm using noise-corrupted observations
- Default policies for global optimisation of noisy functions with severe noise
Uses Software
This page was built for publication: Exploring or reducing noise? A global optimization algorithm in the presence of noise
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q382006)