SNOBFIT - stable noisy optimization by branch and fit

Waltraud Huyer, Arnold Neumaier

Veröffentlichungen: Beitrag in FachzeitschriftArtikelPeer Reviewed

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.
OriginalspracheEnglisch
FachzeitschriftACM Transactions on Mathematical Software
Jahrgang35
Ausgabenummer2
PublikationsstatusVeröffentlicht - 2008

ÖFOS 2012

  • 101015 Operations Research

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