Optimising noisy objective functions

David W. Bulger, H. Edwin Romeijn

    Research output: Contribution to journalArticlepeer-review

    1 Citation (Scopus)


    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
    Issue number4
    Publication statusPublished - Apr 2005


    Dive into the research topics of 'Optimising noisy objective functions'. Together they form a unique fingerprint.

    Cite this