Combined Global and Local Search for Optimization with Gaussian Process Models
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Publication:5084673
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Cites work
- scientific article; zbMATH DE number 6276166 (Why is no real title available?)
- A stochastic radial basis function method for the global optimization of expensive functions
- A unifying view of sparse approximate Gaussian process regression
- An extended two-stage sequential optimization approach: properties and performance
- Balancing Exploitation and Exploration in Discrete Optimization via Simulation Through a Gaussian Process-Based Search
- Comparison of Kriging-based algorithms for simulation optimization with heterogeneous noise
- Composite Gaussian process models for emulating expensive functions
- Convergence rates of efficient global optimization algorithms
- Efficient Dynamic Simulation Allocation in Ordinal Optimization
- Efficient Simulation Sampling Allocation Using Multifidelity Models
- Efficient global optimization of expensive black-box functions
- Expected improvement in efficient global optimization through bootstrapped Kriging
- Global optimization of stochastic black-box systems via sequential kriging meta-models
- Industrial strength COMPASS: a comprehensive algorithm and software for optimization via simulation
- Lipschitzian optimization without the Lipschitz constant
- Model-Based Clustering, Discriminant Analysis, and Density Estimation
- Multiobjective optimization using Gaussian process emulators via stepwise uncertainty reduction
- Ranking and Selection as Stochastic Control
- Simulation budget allocation for further enhancing the efficiency of ordinal optimization
- Stochastic kriging for simulation metamodeling
- Stopping and restarting strategy for stochastic sequential search in global optimization
- The knowledge-gradient policy for correlated normal beliefs
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