Branch and bound algorithms for maximizing expected improvement functions

DOI10.1016/j.jspi.2010.05.011zbMath1197.62117arXiv1003.0804MaRDI 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

zbMATH Keywords

computer experiments; feature estimation

Mathematics Subject Classification ID

90C90: Applications of mathematical programming

62P35: Applications of statistics to physics

62L05: Sequential statistical design

Related Items

A Sequential Design Approach for Calibrating Dynamic Computer Simulators, On the choice of the low-dimensional domain for global optimization via random embeddings

Uses Software

• EGO

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