Worst-case global optimization of black-box functions through Kriging and relaxation
نویسندگان
چکیده
منابع مشابه
Worst-case global optimization of black-box functions through Kriging and relaxation
A new algorithm is proposed to deal with the worst-case optimization of black-box functions evaluated through costly computer simulations. The input variables of these computer experiments are assumed to be of two types. Control variables must be tuned while environmental variables have an undesirable effect, to which the design of the control variables should be robust. The algorithm to be pro...
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ژورنال
عنوان ژورنال: Journal of Global Optimization
سال: 2012
ISSN: 0925-5001,1573-2916
DOI: 10.1007/s10898-012-9899-y