Surrogate-based methods for black-box optimization

Surrogate-based methods for black-box optimization

0.00 Avg rating0 Votes
Article ID: iaor2017494
Volume: 24
Issue: 3
Start Page Number: 393
End Page Number: 424
Publication Date: May 2017
Journal: International Transactions in Operational Research
Authors: , , ,
Keywords: heuristics
Abstract:

In this paper, we survey methods that are currently used in black‐box optimization, that is, the kind of problems whose objective functions are very expensive to evaluate and no analytical or derivative information is available. We concentrate on a particular family of methods, in which surrogate (or meta) models are iteratively constructed and used to search for global solutions.

Reviews

Required fields are marked *. Your email address will not be published.