Name
Abstract | ||
|---|---|---|
The software package SNOBFIT for bound-constrained (and soft-constrained) noisy optimization of an expensive objective function is described. It combines global and local search by branching and local fits. The program is made robust and flexible for practical use by allowing for hidden constraints, batch function evaluations, change of search regions, etc. |
Year | DOI | Venue |
|---|---|---|
2008 | 10.1145/1377612.1377613 | ACM Trans. Math. Softw. |
Keywords | Field | DocType |
noisy function values,expensive objective function,practical use,soft constraints,parallel evaluation,search region,additional key words and phrases: branch and bound,hidden constraints,expensive function values,local fit,derivative-free,noisy optimization,surrogate model,hidden constraint,stable noisy optimization,batch function evaluation,local search,software package snobfit,branch and bound,trust region | Constraint satisfaction,Mathematical optimization,Branch and bound,Batch production,Algorithm,Surrogate model,Bellman equation,Batch processing,Local search (optimization),Mathematics,Constrained optimization | Journal |
Volume | Issue | ISSN |
35 | 2 | 0098-3500 |
Citations | PageRank | References |
32 | 1.43 | 8 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Waltraud Huyer | 1 | 206 | 20.10 |
| arnold neumaier | 2 | 1019 | 161.61 |