Global optimization requires an adequate internal representation of the objective function for success in a reasonable number of function evaluations. A method for determining the location of a new function evaluation, based on a representation using a stationary stochastic process model, is investigated and some results are given.
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Communicated by R. A. Tapia
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Schagen, I.P. Internal modelling of objective functions for global optimization. J Optim Theory Appl 51, 345–353 (1986). https://doi.org/10.1007/BF00939829
- Global optimization
- stochastic process models
- multidimensional objective functions