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Please use this identifier to cite or link to this item: http://hdl.handle.net/1959.14/146575

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Title: Optimising noisy objective functions
Related: Journal of global optimization, Vol. 31, Issue 4, (2005), p.599-600
DOI: 10.1007/s10898-004-9969-x
Publisher: Springer
Date: 2005
FoR/RFCD Code(s): 010200 Applied Mathematics 010300 Numerical and Computational Mathematics
Author/Creator: Bulger, David W
Author/Creator: Romeijn, H. Edwin
Description: This discussion paper considers the use of stochastic algorithms for solving global optimisation problems in which function evaluations are subject to random noise. An idea is outlined for discussion at the forthcoming Stochastic Global Optimisation 2001 workshop in Hanmer in June; we propose that a noisy version of pure random search be studied.
Description: 2 page(s)
Subject Keyword: 010200 Applied Mathematics
Subject Keyword: 010300 Numerical and Computational Mathematics
Subject Keyword: Global optimisation
Subject Keyword: Noisy objective function
Subject Keyword: Pure random search
Resource Type: journal article
Organisation: Macquarie University. Dept. of Statistics

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