Robust expected improvement for Bayesian optimization

Vecchia-approximated Deep Gaussian Processes for Computer Experiments

(2022) Annie Sauer et al.   JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS

A multi-fidelity surrogate model based on support vector regression

(2020) Maolin Shi et al.   STRUCTURAL AND MULTIDISCIPLINARY OPTIMIZATION

A survey of nonlinear robust optimization

(2020) Sven Leyffer et al.   INFOR

Distance-Distributed Design for Gaussian Process Surrogates

(2019) Boya Zhang et al.   TECHNOMETRICS

Adaptive Distributionally Robust Optimization

(2018) Dimitris Bertsimas et al.   MANAGEMENT SCIENCE

An approach for robust PDE-constrained optimization with application to shape optimization of electrical engines and of dynamic elastic structures under uncertainty

(2018) Philip Kolvenbach et al.   OPTIMIZATION AND ENGINEERING

Derivative-free robust optimization by outer approximations

(2018) Matt Menickelly et al.   MATHEMATICAL PROGRAMMING

JuMP: A Modeling Language for Mathematical Optimization

(2017) Iain Dunning et al.   SIAM REVIEW

laGP: Large-Scale Spatial Modeling via Local Approximate Gaussian Processes inR

(2016) Robert B. Gramacy   Journal of Statistical Software

Taking the Human Out of the Loop: A Review of Bayesian Optimization

(2016) Bobak Shahriari et al.   PROCEEDINGS OF THE IEEE

A new expected-improvement algorithm for continuous minimax optimization

(2015) Julien Marzat et al.   JOURNAL OF GLOBAL OPTIMIZATION

ROPI—a robust optimization programming interface for C++

(2014) Marc Goerigk   OPTIMIZATION METHODS & SOFTWARE

Robust Optimization Made Easy with ROME

(2011) Joel Goh et al.   OPERATIONS RESEARCH

Bilevel derivative-free optimization and its application to robust optimization

(2011) A. R. Conn et al.   OPTIMIZATION METHODS & SOFTWARE

The Correlated Knowledge Gradient for Simulation Optimization of Continuous Parameters using Gaussian Process Regression

(2011) Warren Scott et al.   SIAM JOURNAL ON OPTIMIZATION

A Bayesian exploration-exploitation approach for optimal online sensing and planning with a visually guided mobile robot

(2009) Ruben Martinez-Cantin et al.   AUTONOMOUS ROBOTS

Robust optimization with simulated annealing

(2009) Dimitris Bertsimas et al.   JOURNAL OF GLOBAL OPTIMIZATION

Robust Optimization for Unconstrained Simulation-Based Problems

(2009) Dimitris Bertsimas et al.   OPERATIONS RESEARCH

Bayesian Guided Pattern Search for Robust Local Optimization

(2009) Matthew A. Taddy et al.   TECHNOMETRICS