Parallel Bayesian Global Optimization of Expensive Functions
From MaRDI portal
Publication:5144800
DOI10.1287/opre.2019.1966zbMath1457.90118arXiv1602.05149OpenAlexW3036152138MaRDI QIDQ5144800
No author found.
Publication date: 19 January 2021
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1602.05149
infinitesimal perturbation analysisparallel optimizationBayesian optimizationparallel expected improvement
Nonconvex programming, global optimization (90C26) Derivative-free methods and methods using generalized derivatives (90C56) Approximation methods and heuristics in mathematical programming (90C59)
Related Items
Algorithm 1025: PARyOpt: A Software for P arallel A synchronous R emote Ba y esian Opt imization, On parallel policies for ranking and selection problems, Parallel efficient global optimization by using the minimum energy criterion, An asynchronous parallel high-throughput model calibration framework for crystal plasticity finite element constitutive models, Multi-fidelity cost-aware Bayesian optimization, Constrained Bayesian optimization with noisy experiments, Combining Bayesian optimization and Lipschitz optimization, Unnamed Item
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A literature survey of benchmark functions for global optimisation problems
- One-dimensional global optimization for observations with noise
- An informational approach to the global optimization of expensive-to-evaluate functions
- On the limited memory BFGS method for large scale optimization
- Convergence properties of the expected improvement algorithm with fixed mean and covariance functions
- Efficient global optimization of expensive black-box functions
- Average performance of a class of adaptive algorithms for global optimization
- Design and analysis of computer experiments. With comments and a rejoinder by the authors
- Global optimization of stochastic black-box systems via sequential kriging meta-models
- The Knowledge-Gradient Policy for Correlated Normal Beliefs
- One-dimensional Global Optimization Based on Statistical Models
- Bayesian stopping rules for multistart global optimization methods
- Performance evaluation and perturbation analysis of discrete event dynamic systems
- Direct Search Methods on Parallel Machines
- Bayesian Optimization via Simulation with Pairwise Sampling and Correlated Prior Beliefs
- On the condition number of covariance matrices in kriging, estimation, and simulation of random fields
