Efficient Global Optimization of Expensive Black-Box Functions
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Summary
This paper introduces the reader to a response surface methodology that is especially good at modeling the nonlinear, multimodal functions that often occur in engineering and shows how these approximating functions can be used to construct an efficient global optimization algorithm with a credible stopping rule.
- Type
- article
- Published
- 1998-12-01
- Cited by
- 6,080
- References
- 37
- OpenAlex
- https://openalex.org/W1510052597
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:263864014
Keywords
Mathematical optimization, Exploit, Mathematics, Global optimization, Sampling (signal processing)
References
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- Statistics for experimenters
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- A trust-region framework for managing the use of approximation models in optimization
- Principles of geostatistics
- A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output From a Computer Code
- αBB: A global optimization method for general constrained nonconvex problems
- A New Method of Locating the Maximum Point of an Arbitrary Multipeak Curve in the Presence of Noise
- Bayesian design and analysis of computer experiments: Use of derivatives in surface prediction
- A global search method for optimizing nonlinear systems
- The origins of kriging
- Bayesian Prediction of Deterministic Functions, with Applications to the Design and Analysis of Computer Experiments
- Screening, predicting, and computer experiments
- Bayesian methods in global optimization
- A statistical method for global optimization
- A review of statistical models for global optimization
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- Experiments on metaheuristics: Methodological overview and open issues
- Statistical Analysis and Compound Selection of Combinatorial Libraries for Soluble Epoxide Hydrolase
- Easy Hyperparameter Search Using Optunity
- Efficient sampling-based Rbdo by using virtual support vector machine and improving the accuracy of the Kriging method
- Estimation of rare events probabilities in computer experiments
- Conception multi-physique et multi-objectif des cœurs de RNR-Na hétérogènes : développement d’une méthode d’optimisation sous incertitudes
- Pick a Color MARIA: Adaptive Sampling Enables the Rapid Identification of Complex Perovskite Nanocrystal Compositions with Defined Emission Characteristics.
- Online and Offline Approximations for Population based Multi-objective Optimization
- Bayesian Design of Experiments Using Approximate Coordinate Exchange
- Exploring host -pathogen relationships through computer simulations of intracellular infection
- Adaptive surrogate models for reliability analysis and reliability-based design optimization
- MODÈLES DE SUBSTITUTION POUR L'OPTIMISATION GLOBALE DE FORME EN AÉRODYNAMIQUE ET MÉTHODE LOCALE SANS PARAMÉTRISATION
- Design and analysis for efficient simulation in petrochemical industry
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