A new expected-improvement algorithm for continuous minimax optimization
نویسندگان
چکیده
منابع مشابه
A new expected-improvement algorithm for continuous minimax optimization
Worst-case design is important whenever robustness to adverse environmental conditions must be ensured regardless of their probability. It leads to minimax optimization, which is most often treated assuming that prior knowledge makes the worst environmental conditions obvious, or that a closed-form expression for the performance index is available. This paper considers the important situation w...
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ژورنال
عنوان ژورنال: Journal of Global Optimization
سال: 2015
ISSN: 0925-5001,1573-2916
DOI: 10.1007/s10898-015-0344-x