SPACE
swMATH ID: | 4716 |
Software Authors: | Schonlau, Matthias |
Description: | space (Stochastic Process Analysis of Computer Experiments): The code is useful for analysis and global optimization of very expensive functions. The major functions are : Fitting or Estimation of the stochastic process model parameters Cross validation of the model fit Prediction at new design sites (x-values) using the fitted model Visualization of Main Effects and Joint Effects Global minimization of the response in stages: The code suggests a specified number of design sites at each stage. The function can then be evaluated off - line at these design sites. The new function evaluations are fed back to space for the next stage. Global minimization with supplied function of the response. space generates a single design site, waits for the design site to be evaluated by a supplied function, space generates the next design site given the new function evaluation , etc., until a convergence criterion is satisfied. |
Homepage: | http://www.schonlau.net/space.html |
Related Software: | EGO; DACE; DiceOptim; DiceKriging; Virtual library; ParEGO; MOEA/D; NSGA-II; MCS; NEWUOA; LINDOGlobal; SNOBFIT; DFO; LINDO; MLMSRBF; MultiMin; Scikit; Matlab; Spearmint; SURROGATES |
Cited in: | 47 Documents |
Standard Articles
1 Publication describing the Software, including 1 Publication in zbMATH | Year |
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Efficient global optimization of expensive black-box functions. Zbl 0917.90270 Jones, Donald R.; Schonlau, Matthias; Welch, William J. |
1998
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Cited by 135 Authors
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Cited in 22 Serials
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