Comparison of Kriging-based algorithms for simulation optimization with heterogeneous noise.
Hamed JalaliInneke Van NieuwenhuyseVictor PichenyPublished in: Eur. J. Oper. Res. (2017)
Keyphrases
- optimization problems
- theoretical analysis
- real world
- black box
- noisy data
- global optimization
- combinatorial optimization
- data mining techniques
- discrete optimization
- benchmark datasets
- optimization procedure
- significant improvement
- constrained optimization
- learning algorithm
- noise reduction
- optimization methods
- optimization approaches
- convex optimization problems
- approximately optimal
- recently developed
- computational efficiency
- computationally efficient
- multi objective
- objective function
- machine learning