Branch and bound algorithms for maximizing expected improvement functions
From MaRDI portal
Publication:710752
DOI10.1016/j.jspi.2010.05.011zbMath1197.62117arXiv1003.0804OpenAlexW2121437933MaRDI QIDQ710752
Mark Franey, Pritam Ranjan, Hugh A. Chipman
Publication date: 22 October 2010
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1003.0804
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (3)
Expected improvement for expensive optimization: a review ⋮ On the choice of the low-dimensional domain for global optimization via random embeddings ⋮ A Sequential Design Approach for Calibrating Dynamic Computer Simulators
Uses Software
Cites Work
- Unnamed Item
- On the design of optimization strategies based on global response surface approximation models
- An informational approach to the global optimization of expensive-to-evaluate functions
- Efficient global optimization of expensive black-box functions
- Interpolation of spatial data. Some theory for kriging
- The design and analysis of computer experiments.
- Design and analysis of computer experiments. With comments and a rejoinder by the authors
- A taxonomy of global optimization methods based on response surfaces
- Global optimization to prescribed accuracy
- Branch and bound algorithm for computing the minimum stability degree of parameter‐dependent linear systems
- Branch-and-Bound Methods: A Survey
This page was built for publication: Branch and bound algorithms for maximizing expected improvement functions