Default policies for global optimisation of noisy functions with severe noise

DOI10.1007/S10898-016-0482-9MaRDI QIDQ522287zbMATH OpenOpenAlexFDO

Authors Spyridon Samothrakis, Maria Fasli, Diego Perez, Simon Lucas

Publication date 28 April 2017

Published in Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL http://repository.essex.ac.uk/18820/1/global-optimisation.pdf

zbMATH Keywords

evolutionary computationMonte Carlo tree searchglobal optimisation

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Nonconvex programming, global optimization (90C26)

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Cites work

• scientific article; zbMATH DE number 2086441 (Why is no real title available?)
• Derivative-free optimization: a review of algorithms and comparison of software implementations
• Information-geometric optimization: the interest of information theory for discrete and continuous optimization. (Abstract)
• Natural evolution strategies
• Temporal-difference search in Computer Go

Cited in

(1)

• Optimising noisy objective functions

Describes a project that uses

Uses Software

• CMA-ES
• MultiMin

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