DiceOptim: Kriging-Based Optimization for Computer Experiments

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.

Package details

AuthorMickael Binois [cre, ctb], Victor Picheny [aut], David Ginsbourger [aut], Olivier Roustant [aut], Sebastien Marmin [ctb], Tobias Wagner [ctb]
MaintainerMickael Binois <mickael.binois@inria.fr>
LicenseGPL-2 | GPL-3
Version2.1.2
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("DiceOptim")

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DiceOptim documentation built on Nov. 13, 2025, 1:07 a.m.