Default policies for global optimisation of noisy functions with severe noise

DOI10.1007/s10898-016-0482-9zbMath1370.90201OpenAlexW2566494646MaRDI QIDQ522287

Spyridon Samothrakis, Maria Fasli, Diego Perez, Simon Lucas

Publication date: 28 April 2017

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

Full work available at URL: http://repository.essex.ac.uk/18820/1/global-optimisation.pdf

zbMATH Keywords

global optimisationevolutionary computationMonte Carlo tree search

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Approximation methods and heuristics in mathematical programming (90C59)

Uses Software

• CMA-ES
• MultiMin

Cites Work

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• Temporal-difference search in Computer Go
• Derivative-free optimization: a review of algorithms and comparison of software implementations
• Information-Geometric Optimization: The Interest of Information Theory for Discrete and Continuous Optimization

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