Finding optimal points for expensive functions using adaptive RBF-based surrogate model via uncertainty quantification

DOI10.1007/s10898-020-00916-wzbMath1447.90037arXiv2001.06858MaRDI QIDQ785638

D. Kharzeev

Publication date: 7 August 2020

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

Full work available at URL: https://arxiv.org/abs/2001.06858

zbMATH Keywords

Markov chain Monte Carlo; radial basis functions; expected improvement; sequential design

Mathematics Subject Classification ID

90C26: Nonconvex programming, global optimization

90C59: Approximation methods and heuristics in mathematical programming

Uses Software

• MLMSRBF
• EGO
• PRMLT