Title
Optimising Noisy Objective Functions
Abstract
This discussion paper considers the use of stochastic algorithms for solving global optimisation problems in which function evaluations are subject to random noise. An idea is outlined for discussion at the forthcoming Stochastic Global Optimisation 2001 workshop in Hanmer in June; we propose that a noisy version of pure random search be studied.
Year
DOI
Venue
2005
10.1007/s10898-004-9969-x
J. Global Optimization
Keywords
Field
DocType
Global optimisation,Noisy objective function,Pure random search
Stochastic algorithms,Random search,Mathematical optimization,Stochastic optimization,Random field,Random noise,Mathematics
Journal
Volume
Issue
ISSN
31
4
0925-5001
Citations 
PageRank 
References 
0
0.34
0
Authors
2
Name
Order
Citations
PageRank
David W. Bulger1947.83
H. Edwin Romeijn276983.88