SNOBFIT - stable noisy optimization by branch and fit

Waltraud Huyer; Arnold Neumaier

SNOBFIT - stable noisy optimization by branch and fit

Institut für Mathematik

Veröffentlichungen: Beitrag in Fachzeitschrift › Artikel › Peer 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.

Originalsprache	Englisch
Fachzeitschrift	ACM Transactions on Mathematical Software
Jahrgang	35
Ausgabenummer	2
Publikationsstatus	Veröffentlicht - 2008

ÖFOS 2012

101015 Operations Research

Zitationsweisen

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AU - Neumaier, Arnold

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JO - ACM Transactions on Mathematical Software

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SNOBFIT - stable noisy optimization by branch and fit

Abstract

ÖFOS 2012

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