Optimising Noisy Objective Functions

This discussion paper considers the use of stochastic algorithms for solving global optimisation problems in which function evaluations are subject to random noise. An idea is outlined for discussion at the forthcoming Stochastic Global Optimisation 2001 workshop in Hanmer in June; we propose that a...

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Bibliographic Details
Published inJournal of global optimization Vol. 31; no. 4; pp. 599 - 600
Main Authors Bulger, David W., Romeijn, H. Edwin
Format Journal Article
LanguageEnglish
Published Dordrecht Springer Nature B.V 01.04.2005
Subjects
Algorithms
Noise
Optimization
Searches
Stochastic models
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Summary:This discussion paper considers the use of stochastic algorithms for solving global optimisation problems in which function evaluations are subject to random noise. An idea is outlined for discussion at the forthcoming Stochastic Global Optimisation 2001 workshop in Hanmer in June; we propose that a noisy version of pure random search be studied. [PUBLICATION ABSTRACT]
Bibliography:SourceType-Scholarly Journals-1
ObjectType-Feature-1
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ISSN:0925-5001
1573-2916
DOI:10.1007/s10898-004-9969-x