Selection of a covariance function for a Gaussian random field aimed for modeling global optimization problems

DOI10.1007/s11590-018-1372-5zbMath1420.90055OpenAlexW2907344895WikidataQ128643760 ScholiaQ128643760MaRDI QIDQ2414108

Anatoly A. Zhigljavsky, Antanas Žilinskas

Publication date: 10 May 2019

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11590-018-1372-5

zbMATH Keywords

global optimizationparameter estimationstatistical modelsGaussian random fieldsBayesian approach

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26)

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Uses Software

• ParEGO

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