Expected improvement in efficient global optimization through bootstrapped Kriging
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Publication:445325
DOI10.1007/S10898-011-9741-YzbMATH Open1254.90176OpenAlexW3121478259MaRDI QIDQ445325FDOQ445325
Wim C. M. van Beers, Inneke Van Nieuwenhuyse, Jack P. C. Kleijnen
Publication date: 24 August 2012
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10898-011-9741-y
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Cites Work
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- Design and analysis of computer experiments. With comments and a rejoinder by the authors
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- Constrained optimization in expensive simulation: novel approach
- The correct Kriging variance estimated by bootstrapping
- Estimating the Prediction Mean Squared Error in Gaussian Stochastic Processes with Exponential Correlation Structure
- Convergence rates of efficient global optimization algorithms
- The knowledge-gradient policy for correlated normal beliefs
- Global optimization of expensive-to-evaluate functions: An empirical comparison of two sampling criteria
- Design and analysis of simulation experiments
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- Sequential Approximate Multiobjective Optimization Using Computational Intelligence
Cited In (14)
- Simulation optimization: a review of algorithms and applications
- Expected improvement for expensive optimization: a review
- An extended two-stage sequential optimization approach: properties and performance
- Combined Global and Local Search for Optimization with Gaussian Process Models
- A Multilevel Simulation Optimization Approach for Quantile Functions
- Bi-objective decision making in global optimization based on statistical models
- An improved approach for estimating the hyperparameters of the Kriging model for high-dimensional problems through the partial least squares method
- A surrogate-based optimization method with RBF neural network enhanced by linear interpolation and hybrid infill strategy
- Comparison of Kriging-based algorithms for simulation optimization with heterogeneous noise
- Universal Prediction Distribution for Surrogate Models
- Tracking global optima in dynamic environments with efficient global optimization
- Gaussian processes for history-matching: application to an unconventional gas reservoir
- Exploring or reducing noise? A global optimization algorithm in the presence of noise
- Efficient global optimization algorithm assisted by multiple surrogate techniques
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