Sequential Exploration of Unknown Multi-dimensional Functions as an Aid to Optimization

DOI10.1093/IMANUM/4.3.337MaRDI QIDQ5186652zbMATH OpenOpenAlexFDO

Authors I. P. Schagen

Publication date 1984

Published in IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/imanum/4.3.337

zbMATH Keywords

global optimizationglobal optimummulti-dimensional functionsequential explorationstochastic process model

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Probabilistic methods, stochastic differential equations (65C99) Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

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(4)

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