Premium
Surrogate‐based methods for black‐box optimization
Author(s) -
Vu Ky Khac,
D'Ambrosio Claudia,
Hamadi Youssef,
Liberti Leo
Publication year - 2017
Publication title -
international transactions in operational research
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.032
H-Index - 52
eISSN - 1475-3995
pISSN - 0969-6016
DOI - 10.1111/itor.12292
Subject(s) - black box , surrogate model , mathematical optimization , computer science , derivative (finance) , optimization problem , global optimization , data mining , mathematics , artificial intelligence , financial economics , economics
In this paper, we survey methods that are currently used in black‐box optimization, that is, the kind of problems whose objective functions are very expensive to evaluate and no analytical or derivative information is available. We concentrate on a particular family of methods, in which surrogate (or meta) models are iteratively constructed and used to search for global solutions.