Table of Contents
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
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
- 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 Tobias Wagner.
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.