Default policies for global optimisation of noisy functions with severe noise
DOI10.1007/S10898-016-0482-9zbMATH Open1370.90201OpenAlexW2566494646MaRDI QIDQ522287FDOQ522287
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
Recommendations
- Principled design of continuous stochastic search: from theory to practice
- Optimising noisy objective functions
- Exploring or reducing noise? A global optimization algorithm in the presence of noise
- Simple and cumulative regret for continuous noisy optimization
- A direct search algorithm for optimization with noisy function evaluations
Approximation methods and heuristics in mathematical programming (90C59) Nonconvex programming, global optimization (90C26)
Cites Work
- Derivative-free optimization: a review of algorithms and comparison of software implementations
- Temporal-difference search in Computer Go
- Title not available (Why is that?)
- Title not available (Why is that?)
- Information-Geometric Optimization: The Interest of Information Theory for Discrete and Continuous Optimization
Cited In (1)
Uses Software
This page was built for publication: Default policies for global optimisation of noisy functions with severe noise
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q522287)