High-dimensional black-box optimization under uncertainty

DOI10.1016/j.cor.2021.105444OpenAlexW3180254116MaRDI QIDQ2669612

Jay M. Rosenberger, Hadis Anahideh, Victoria C. P. Chen

Publication date: 9 March 2022

Published in: Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1911.02457

zbMATH Keywords

uncertaintyblack-box functionsderivative-freelimited datasurrogate optimizationnon-interpolating model

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Uses Software

• EGO
• ParEGO
• MISO
• pySOT
• Virtual library

Cites Work

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