Noisy kriging-based optimization methods: A unified implementation within the DiceOptim package.
Victor PichenyDavid GinsbourgerPublished in: Comput. Stat. Data Anal. (2014)
Keyphrases
- optimization methods
- simulated annealing
- optimization problems
- optimization method
- unconstrained optimization
- efficient optimization
- global convergence
- stochastic methods
- trust region
- optimization approaches
- particle swarm
- quasi newton
- evolution strategy
- black box
- bayesian network models
- interpolation method
- stage stochastic programs
- gradient method
- genetic algorithm
- linear programming
- supervised learning