The Statistical Filter Approach to Constrained Optimization
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Cites work
- A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code
- A Filter-Trust-Region Method for Unconstrained Optimization
- A Multidimensional Filter Algorithm for Nonlinear Equations and Nonlinear Least-Squares
- Bayesian emulation of complex multi-output and dynamic computer models
- Constrained Bayesian optimization with noisy experiments
- Design and analysis of computer experiments. With comments and a rejoinder by the authors
- Design and analysis of simulation experiments
- Efficient global optimization of expensive black-box functions
- Efficient Pareto frontier exploration using surrogate approximations
- Global convergence of a tri-dimensional filter SQP algorithm based on the line search method
- Global Convergence of Filter Methods for Nonlinear Programming
- scientific article; zbMATH DE number 5964910 (Why is no real title available?)
- scientific article; zbMATH DE number 1391247 (Why is no real title available?)
- Introduction to Derivative-Free Optimization
- Mesh Adaptive Direct Search Algorithms for Constrained Optimization
- Multivariate stochastic process models for correlated responses of mixed type
- Nonlinear programming without a penalty function.
- On the Global Convergence of a Filter--SQP Algorithm
- On the global convergence of an SLP-filter algorithm that takes EQP steps
- The design and analysis of computer experiments.
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