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Karlsson, R.K.A. (author), Bliek, L. (author), Verwer, S.E. (author), de Weerdt, M.M. (author)One method to solve expensive black-box optimization problems is to use a surrogate model that approximates the objective based on previous observed evaluations. The surrogate, which is cheaper to evaluate, is optimized instead to find an approximate solution to the original problem. In the case of discrete problems, recent research has...conference paper 2021
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Bliek, L. (author), Verwer, S.E. (author), de Weerdt, M.M. (author)When a black-box optimization objective can only be evaluated with costly or noisy measurements, most standard optimization algorithms are unsuited to find the optimal solution. Specialized algorithms that deal with exactly this situation make use of surrogate models. These models are usually continuous and smooth, which is beneficial for...journal article 2020