Certified multifidelity zeroth-order optimization

Decision theory (91B06) Nonconvex programming, global optimization (90C26) Derivative-free methods and methods using generalized derivatives (90C56) Numerical optimization and variational techniques (65K10) Learning and adaptive systems in artificial intelligence (68T05) Optimal stopping in statistics (62L15)

Cites Work

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Global optimization of univariate Lipschitz functions. I: Survey and properties
Global optimization of univariate Lipschitz functions. II: New algorithms and computational comparison
Efficient global optimization of expensive black-box functions
Lipschitzian optimization without the Lipschitz constant
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Convex and stochastic optimization
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The complexity of the computation of the global extremum in a class of multi-extremum problems
Multi-fidelity optimization via surrogate modelling
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Bandits and Experts in Metric Spaces
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Multi-fidelity Gaussian Process Bandit Optimisation
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Estimation of the efficiency of an absolute-minimum-finding algorithm
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