A new expected-improvement algorithm for continuous minimax optimization

DOI10.1007/s10898-015-0344-xzbMath1345.90105OpenAlexW1018941212MaRDI QIDQ280101

Julien Marzat, Hélène Piet-Lahanier, Éric Walter

Publication date: 29 April 2016

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

Full work available at URL: https://doi.org/10.1007/s10898-015-0344-x

zbMATH Keywords

robust optimizationworst-case analysisEGOKrigingcontinuous minimaxexpected improvement

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47)

Related Items (6)

A largest empty hypersphere metaheuristic for robust optimisation with implementation uncertainty ⋮ Particle swarm metaheuristics for robust optimisation with implementation uncertainty ⋮ Automatic generation of algorithms for robust optimisation problems using grammar-guided genetic programming ⋮ A sampling criterion for constrained Bayesian optimization with uncertainties ⋮ Bayesian Optimization of Expected Quadratic Loss for Multiresponse Computer Experiments with Internal Noise ⋮ Expected improvement for expensive optimization: a review

Uses Software

• SPACE
• EGO

Cites Work

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