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Internal modelling of objective functions for global optimization - MaRDI portal

Internal modelling of objective functions for global optimization (Q1068723)

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scientific article; zbMATH DE number 3930738
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Internal modelling of objective functions for global optimization
scientific article; zbMATH DE number 3930738

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    Internal modelling of objective functions for global optimization (English)
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    1986
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    Global optimization requires an adequate internal representation of the objective function for success in a reasonable number of function evaluations. A method for determining the location of a new function evaluation, based on a representation using a stationary stochastic process model, is investigated, and some results are given.
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    global optimization
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    stationary stochastic process model
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    multidimensional objective functions
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