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Stochastic Tunneling for Improving the Efficiency of Stochastic Efficient Global Optimization
2019This paper proposes the use of a normalization scheme for increasing the performance of the recently developed Adaptive Target Variance Stochastic Efficient Global Optimization (sEGO) method. Such a method is designed for the minimization of functions that depend on expensive to evaluate and high dimensional integrals.
Fábio Nascentes +3 more
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Synthesis of the -distribution as an aid to stochastic global optimization
Computational Statistics & Data Analysis, 2007zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Stochastic models for global optimization.
1995Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 1995. ; Includes bibliographical references (p. 61-63). ; by Theodore Vassilios Theodosopoulos. ; Ph.D.
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Application of Bayesian approach to numerical methods of global and stochastic optimization
Journal of Global Optimization, 1994Jonas Mockus, Mockus Jonas
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Parallel Stochastic Global Optimization Using Radial Basis Functions
INFORMS Journal on Computing, 2009Rommel G Regis, Christine A Shoemaker
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Global Optimization of Stochastic Black-Box Systems via Sequential Kriging Meta-Models
Journal of Global Optimization, 2006Theodore T Allen
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Algorithm 744: a stochastic algorithm for global optimization with constraints
ACM Transactions on Mathematical Software, 1995F Michael Rabinowitz
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Global optimization and stochastic differential equations
Journal of Optimization Theory and Applications, 1985V Parisi, Parisi V
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