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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| Published in | Journal of global optimization Vol. 31; no. 4; pp. 599 - 600 |
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| Main Authors | , |
| Format | Journal Article |
| Language | English |
| Published |
Dordrecht
Springer Nature B.V
01.04.2005
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| Subjects | |
| Online Access | Get full text |
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| Abstract | 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] |
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| AbstractList | 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] |
| Author | Romeijn, H. Edwin Bulger, David W. |
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| DOI | 10.1007/s10898-004-9969-x |
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| Title | Optimising Noisy Objective Functions |
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