Table of Contents

Kriging

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

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

Codes

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
  • 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.