DiceOptim: Kriging-Based Optimization for Computer Experiments
Efficient Global Optimization (EGO) algorithm as described in "Roustant et al. (2012)" <doi:10.18637/jss.v051.i01> and adaptations for problems with noise ("Picheny and Ginsbourger, 2012") <doi:10.1016/j.csda.2013.03.018>, parallel infill, and problems with constraints.
Version: |
2.1.1 |
Depends: |
DiceKriging (≥ 1.2), methods |
Imports: |
randtoolbox, pbivnorm, rgenoud, mnormt, DiceDesign, parallel |
Suggests: |
KrigInv, GPareto |
Published: |
2021-02-02 |
DOI: |
10.32614/CRAN.package.DiceOptim |
Author: |
Victor Picheny [aut, cre],
David Ginsbourger Green [aut],
Olivier Roustant [aut],
Mickael Binois [ctb],
Sebastien Marmin [ctb],
Tobias Wagner [ctb] |
Maintainer: |
Victor Picheny <victor.picheny at toulouse.inra.fr> |
License: |
GPL-2 | GPL-3 |
URL: |
http://dice.emse.fr/ |
NeedsCompilation: |
yes |
CRAN checks: |
DiceOptim results |
Documentation:
Downloads:
Reverse dependencies:
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