Optimising noisy objective functions

David W. Bulger, H. Edwin Romeijn

    Research output: Contribution to journalArticlepeer-review

    1 Citation (Scopus)

    Abstract

    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.

    Original languageEnglish
    Pages (from-to)599-600
    Number of pages2
    JournalJournal of Global Optimization
    Volume31
    Issue number4
    DOIs
    Publication statusPublished - Apr 2005

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