Maryan Sidorkiewicz

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The optimization of the output of complex computer codes has often to be achieved with a small budget of evaluations. Algorithms dedicated to such problems have been developed and compared, such as the Expected Improvement algorithm (EI) or the Informational Approach to Global Optimization (IAGO). However, the influence of noisy evaluation results on the(More)
In many global optimization problems motivated by engineering applications, the number of function evaluations is severely limited by time or cost. To ensure that each of these evaluations usefully contributes to the localization of good candidates for the role of global minimizer, a stochastic model of the function can be built to conduct a sequential(More)
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