An informational approach to the global optimization of expensive-to-evaluate functions

DOI10.1007/s10898-008-9354-2zbMath1180.90253arXivcs/0611143OpenAlexW2020732830MaRDI QIDQ835790

Julien Villemonteix, Emmanuel Vazquez, Éric Walter

Publication date: 31 August 2009

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

Full work available at URL: https://arxiv.org/abs/cs/0611143

zbMATH Keywords

global optimization Gaussian process robust optimization Kriging stepwise uncertainty reduction

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Approximation methods and heuristics in mathematical programming (90C59)

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