The search algorithm presented allows the CDF of a dependent variable to be bounded with 100%confidence,andallowsforaguaranteedevaluationof theerror involved.Thesereliabilitybound...
Abstract. We present a new derivative-free algorithm, ORBIT, for unconstrained local optimization of computationally expensive functions. A trust-region framework using interpolati...
Stefan M. Wild, Rommel G. Regis, Christine A. Shoe...
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...
Regressions has successfully been incorporated into memetic algorithm (MA) to build surrogate models for the objective or constraint landscape of optimization problems. This helps ...
Stephanus Daniel Handoko, Chee Keong Kwoh, Yew-Soo...
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...
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 ...
Nikolaus Hansen, Anne Auger, Raymond Ros, Steffen ...
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...
Abstract. In engineering and other ‘real-world’ applications, multiobjective optimization problems must frequently be tackled on a tight evaluation budget — tens or hundreds ...
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...