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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

169,051 papers · 148 categories

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0111 · Dec 201519922001200920172026
2 results for “SACOBRA”
SACOBRA with Online Whitening for Solving Optimization Problems with High Conditioningstat.ML

New method improves SACOBRA's performance on high-conditioning optimization problems.

problem High-conditioning optimization problems with expensive objective functions.
method Online whitening applied to SACOBRA in the black-box optimization paradigm.
result Online whitening reduces optimization error by a factor of 10 to 1e12 compared to plain SACOBRA.
optimizationsurrogate-assistedhigh conditioningblack-boxSACOBRA
2019-04-17abs ↗pdf ↗
Solving the G-problems in less than 500 iterations: Improved efficient constrained optimization by surrogate modeling and adaptive parameter controlmath.OC

Constrained optimization of high-dimensional numerical problems plays an important role in many scientific and industrial applications. Function evaluations in many industrial applications are severely limited and no analytical information about objective function and constraint functions is available. For such expensi…

2015-12-31abs ↗pdf ↗