RC
2007
13 years 11 months ago
2007
The search algorithm presented allows the CDF of a dependent variable to be bounded with 100%confidence,andallowsforaguaranteedevaluationof theerror involved.Thesereliabilitybound...
SIAMSC
2008
13 years 11 months ago
2008
Abstract. We present a new derivative-free algorithm, ORBIT, for unconstrained local optimization of computationally expensive functions. A trust-region framework using interpolati...
CORR
2010
Springer
13 years 11 months ago
2010
Springer
We consider a standard splitting algorithm for the rare-event simulation of overflow probabilities in any subset of stations in a Jackson network at level n, starting at a fixed i...
AUSAI
2009
Springer
14 years 2 months ago
2009
Springer
Regressions has successfully been incorporated into memetic algorithm (MA) to build surrogate models for the objective or constraint landscape of optimization problems. This helps ...
GECCO
2009
Springer
14 years 4 months ago
2009
Springer
The BFGS quasi-Newton method is benchmarked on the noiseless BBOB-2009 testbed. A multistart strategy is applied with a maximum number of function evaluations of 105 times the sea...
GECCO
2010
Springer
14 years 4 months ago
2010
Springer
This paper presents results of the BBOB-2009 benchmarking of 31 search algorithms on 24 noiseless functions in a black-box optimization scenario in continuous domain. The runtime ...
GECCO
2010
Springer
14 years 4 months ago
2010
Springer
In this paper, we compare the (1+1)-CMA-ES to the (1+2s m)CMA-ES, a recently introduced quasi-random (1+2)-CMAES that uses mirroring as derandomization technique as well as a sequ...
EMO
2005
Springer
14 years 5 months ago
2005
Springer
Abstract. In engineering and other ‘real-world’ applications, multiobjective optimization problems must frequently be tackled on a tight evaluation budget — tens or hundreds ...
EVOW
2010
Springer
14 years 6 months ago
2010
Springer
For many real-life engineering optimization problems, the cost of one objective function evaluation can take several minutes or hours. In this context, a popular approach to reduce...