Expected improvement for expensive optimization: a review - Zhan, Dawei; Xing, Huanlai (Journal of global optimization, 2020)
Keywords: Algorithms; Analysis; Computer Science; Criteria; Mathematics; Mathematics and Statistics; Multiple objective analysis; Operations Research/Decision Theory; Optimization; Real Functions; Redevelopment; Expected improvement; Multi-fidelity optimization; Parallel computing; Noisy optimization; Multiobjective optimization; Constrained optimization