Global optimization of expensive black box problems with a known lower bound
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DOI: 10.1007/s10898-011-9834-7
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References listed on IDEAS
- Regis, Rommel G. & Shoemaker, Christine A., 2007. "Parallel radial basis function methods for the global optimization of expensive functions," European Journal of Operational Research, Elsevier, vol. 182(2), pages 514-535, October.
- Rommel G. Regis & Christine A. Shoemaker, 2007. "A Stochastic Radial Basis Function Method for the Global Optimization of Expensive Functions," INFORMS Journal on Computing, INFORMS, vol. 19(4), pages 497-509, November.
- Jiaqiao Hu & Michael C. Fu & Steven I. Marcus, 2007. "A Model Reference Adaptive Search Method for Global Optimization," Operations Research, INFORMS, vol. 55(3), pages 549-568, June.
- Rommel Regis & Christine Shoemaker, 2005. "Constrained Global Optimization of Expensive Black Box Functions Using Radial Basis Functions," Journal of Global Optimization, Springer, vol. 31(1), pages 153-171, January.
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- Gianni Pillo & Stefano Lucidi & Francesco Rinaldi, 2015. "A Derivative-Free Algorithm for Constrained Global Optimization Based on Exact Penalty Functions," Journal of Optimization Theory and Applications, Springer, vol. 164(3), pages 862-882, March.
- Yaohui Li & Yizhong Wu & Jianjun Zhao & Liping Chen, 2017. "A Kriging-based constrained global optimization algorithm for expensive black-box functions with infeasible initial points," Journal of Global Optimization, Springer, vol. 67(1), pages 343-366, January.
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Keywords
Global optimization; Black-box function; Expensive objective functions; Radial basis method; Bumpiness;All these keywords.
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