TREGO: a trust-region framework for efficient global optimization - Diouane, Youssef; Picheny, Victor; Riche, Rodolophe Le; Perrotolo, Alexandre Scotto Di (Journal of global optimization, 2023)
Keywords: Algorithms; Analysis; Black boxes; Canonical forms; Computational Engineering, Finance, and Science; Computer Science; Design of experiments; Engineering Sciences; Exploitation; Global optimization; Mathematics; Mathematics and Statistics; Mechanical engineering; Mechanics; Operations Research/Decision Theory; Optimization; Optimization and Control; Parameter sensitivity; Real Functions; Trust-region; Bayesian optimization; Non-linear optimization; Black-box optimization; Gaussian processes; trust-region; nonlinear optimization