Optimising Noisy Objective Functions

• Published in: Journal of global optimization Vol. 31; no. 4; pp. 599 - 600
• Main Authors: Bulger, David W., Romeijn, H. Edwin
• Format: Journal Article
• Language: English
• Published: Dordrecht Springer Nature B.V 01.04.2005
• Subjects: Algorithms; Noise; Optimization; Searches; Stochastic models

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...