An informational approach to the global optimization of expensive-to-evaluate functions

Journal of Global Optimization

Volumn 44, Issue 4, 2009, Pages 509-534

  Villemonteix, Julien ^a   Vazquez, Emmanuel ^b   Walter, Eric ^c  

^a RENAULT   (France)

^b SUPELEC   (France)

^c UNIV PARIS SUD   (France)

Author keywords

Gaussian process; Global optimization; Kriging; Robust optimization; Stepwise uncertainty reduction

Indexed keywords

CONDITIONAL SIMULATIONS; EFFICIENT GLOBAL OPTIMIZATION; EMPIRICAL COMPARISON; ENGINEERING APPLICATIONS; EXPECTED IMPROVEMENTS; GAUSSIAN PROCESS; GAUSSIAN PROCESS MODELS; GLOBAL MINIMIZERS; GLOBAL OPTIMIZATION PROBLEMS; KRIGING; ROBUST OPTIMIZATION; STEPWISE UNCERTAINTY REDUCTION; UNCERTAINTY REDUCTION;

GAUSSIAN DISTRIBUTION; GAUSSIAN NOISE (ELECTRONIC); GLOBAL OPTIMIZATION; OPTIMIZATION;

FUNCTION EVALUATION;

EID: 67650938640     PISSN: 09255001     EISSN: 15732916     Source Type: Journal    
DOI: 10.1007/s10898-008-9354-2     Document Type: Article

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