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SNOBFIT -- Stable Noisy Optimization by Branch and Fit

Waltraud Huyer, Arnold Neumaier

Source record

Source: Crossref

Published: Jul 1, 2008

DOI: 10.1145/1377612.1377613

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Source abstract

The software package SNOBFIT for bound-constrained (and soft-constrained) noisy optimization of an expensive objective function is described. It combines global and local search by branching and local fits. The program is made robust and flexible for practical use by allowing for hidden constraints, batch function evaluations, change of search regions, etc.

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