Variable-number sample-path optimization

DOI10.1007/s10107-007-0164-yzbMath1165.90013OpenAlexW2045192889WikidataQ105583395 ScholiaQ105583395MaRDI QIDQ959964

Geng Deng, Michael C. Ferris

Publication date: 16 December 2008

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-007-0164-y

zbMATH Keywords

Bayesian analysissimulation-based optimizationtrust region methodsample-path method

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic programming (90C15)

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Uses Software

• NEWUOA
• DIRECT
• DFO
• WEDGE
• PATH Solver
• GQTPAR
• UOBYQA

Cites Work

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