Worst-case global optimization of black-box functions through Kriging and relaxation
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Publication:1942020
DOI10.1007/s10898-012-9899-yzbMath1268.90054OpenAlexW1985162440MaRDI QIDQ1942020
Julien Marzat, Hélène Piet-Lahanier, Éric Walter
Publication date: 25 March 2013
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10898-012-9899-y
robust optimizationfault diagnosisworst-case analysiscomputer experimentsKrigingcontinuous minimaxexpected improvementefficient global optimization
Minimax problems in mathematical programming (90C47) Nonconvex programming, global optimization (90C26)
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