Exploring or reducing noise? A global optimization algorithm in the presence of noise

DOI10.1007/s00158-012-0874-5zbMath1274.90415OpenAlexW179205152MaRDI QIDQ382006

Wassim Youssef, Alaeddine Faleh, Frédéric Planchet, Didier Rullière

Publication date: 15 November 2013

Published in: Structural and Multidisciplinary Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00158-012-0874-5

zbMATH Keywords

potentialkrigingnoiseglobal optimizationbranch-and-boundsimplex

Mathematics Subject Classification ID

Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Sensitivity, stability, parametric optimization (90C31) Stochastic programming (90C15) Hydro- and aero-acoustics (76Q05)

Related Items (3)

Surrogate-based feasibility analysis for black-box stochastic simulations with heteroscedastic noise ⋮ Towards global parameter estimation exploiting reduced data sets ⋮ A derivative-free optimization algorithm for the efficient minimization of functions obtained via statistical averaging

Uses Software

• SPACE
• EGO

Cites Work

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