DiceOptim: Kriging-Based Optimization for Computer Experiments (original) (raw)
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: | 2.1.2 |
|---|---|
| Depends: | DiceKriging (≥ 1.2), methods |
| Imports: | randtoolbox, pbivnorm, rgenoud, mnormt, DiceDesign, parallel |
| Suggests: | KrigInv, GPareto |
| Published: | 2025-11-12 |
| DOI: | 10.32614/CRAN.package.DiceOptim |
| Author: | Mickael Binois [cre, ctb], Victor Picheny [aut], David Ginsbourger [aut], Olivier Roustant [aut], Sebastien Marmin [ctb], Tobias Wagner [ctb] |
| Maintainer: | Mickael Binois <mickael.binois at inria.fr> |
| License: | GPL-2 | GPL-3 |
| NeedsCompilation: | yes |
| CRAN checks: | DiceOptim results |
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