One-dimensional global optimization for observations with noise
From MaRDI portal
Publication:814080
DOI10.1016/j.camwa.2004.12.014zbMath1127.90050OpenAlexW2107064133MaRDI QIDQ814080
James M. Calvin, Antanas Žilinskas
Publication date: 2 February 2006
Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.camwa.2004.12.014
Related Items
Safe global optimization of expensive noisy black-box functions in the \(\delta \)-Lipschitz framework, Conditional optimization of a noisy function using a kriging metamodel, On the Least-Squares Fitting of Data by Sinusoids, Adaptation of a one-step worst-case optimal univariate algorithm of bi-objective Lipschitz optimization to multidimensional problems, On Acceleration of Derivative-Free Univariate Lipschitz Global Optimization Methods, On similarities between two models of global optimization: Statistical models and radial basis functions, A lower bound on convergence rates of nonadaptive algorithms for univariate optimization with noise, Visualization of a statistical approximation of the Pareto front, Operational zones for comparing metaheuristic and deterministic one-dimensional global optimization algorithms, Parallel Bayesian Global Optimization of Expensive Functions, Derivative-free local tuning and local improvement techniques embedded in the univariate global optimization, Optimal learning with a local parametric belief model, Multifidelity Monte Carlo Estimation with Adaptive Low-Fidelity Models
Cites Work
- A versatile stochastic model of a function of unknown and time varying form
- Global optimization in problems with uncertainties: the gamma algorithm.
- Global optimization with non-convex constraints. Sequential and parallel algorithms
- Stochastic approximation and its applications
- Lower bound on complexity of optimization of continuous functions
- A method of trust region type for minimizing noisy functions
- Approximation and optimization on the Wiener space
- Two algorithms for one-dimensional multimodai minimization
- Global optimization
- A one-dimensional optimization algorithm and its convergence rate under the Wiener measure
- Unnamed Item
- Unnamed Item
- Unnamed Item