Gaussian process optimization with failures: classification and convergence proof

DOI10.1007/s10898-020-00920-0zbMath1472.60062OpenAlexW3003788789MaRDI QIDQ2022175

Céline Helbert, Victor Picheny, François Bachoc

Publication date: 28 April 2021

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-020-00920-0

zbMATH Keywords

classificationoptimizationconvergenceGaussian processescomputation failures

Mathematics Subject Classification ID

Gaussian processes (60G15) Nonconvex programming, global optimization (90C26)

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Uses Software

• DiceKriging
• DiceOptim
• Spearmint
• QSIMVN
• restrictedMVN
• tmg

Cites Work

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• restrictedMVN
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