A radial basis function method for noisy global optimisation - Banholzer, Dirk; Fliege, Jörg; Werner, Ralf (Mathematical programming, 2025)
Keywords: Algorithms; Calculus of Variations and Optimal Control; Optimization; Combinatorics; Full Length Paper; Global optimization; Mathematical and Computational Physics; Mathematical Methods in Physics; Mathematics; Mathematics and Statistics; Mathematics of Computing; Methods; Monte Carlo simulation; Numerical Analysis; Radial basis function; Response surface methodology; Stochastic models; Theoretical; Response surface methods; Radial basis functions; Approximation; 90C30; Controlled noise; Global optimisation; Expensive noisy objective function; 90C26