===== Noisy Kriging-based Optimization =====

This is the Wiki of a special interest group of people interested
in Noisy Kriging-based Optimization, who had their first workshop
in Bern, Switzerland, from Monday 22 to Wednesday 24 November 2010

[[http://www.imsv.unibe.ch/content/continuingeducation/nko_workshop/|To 
the workshop programme and info]]


==== Applications ====

[[Applications]]

  * IRSN (criticality safety coefficient), 2 variables, 75*75 data points, 40 noise levels.
  * Video game data (19 to 22 variables)
  * Well placement, C Bürger, Matlab code + 1000 to 10000 given realizations of conductivity fields.
  * M de Paly, idem with plant irigation problem, 1000 realizations, 15 to 100 variables (irrigation times and amounts)
  * BBOB test case (C++ / Java with matlab interface)
  * SPO test case ?
  * Financial test case ?

Note : IRSN, video game, well placement are mono-obj problems, the 
irrigation is multi-obj or mono-obj

==== Bibliography ====

  * **{{:rudolph:kriging/nko.zip|A first collection of papers on noisy Kriging-based Optimization}}** can be downloaded. Until an own subpage with a BibTeX plugin exists, please send changes and additional entries to [[wagner@isf.de|Tobias Wagner]].

==== Codes ====
[[DiceRpackage|Toolboxes and softwares for learning and optimization]]
  * DICE: Olivier Roustant, David Ginsbourger
  * SIMPLE Toolbox: Felipe A. C. Viana
  * Scilab: Janis Janusevskis
  * Matlab: Alexander Forrester
  * SUMO: Dirk Gorissen
  * [[https://sourceforge.net/projects/kriging|Matlab/ GNU Octave Toolbox from Supelec]]: Emmanuel Vazquez, Julien Bect

==== Mini-Symposium ====

A. Forrester : International Conf on Mathematical Programming might be 
a candidate for an NKO mini-symposium.\\