DiceOptim: Kriging-Based Optimization for Computer Experiments
Version 2.0

Efficient Global Optimization (EGO) algorithm and adaptations for parallel infill (multipoint EI), problems with noise, and problems with constraints.

Browse man pages Browse package API and functions Browse package files

AuthorV. Picheny, D. Ginsbourger, O. Roustant, with contributions by M. Binois, C. Chevalier, S. Marmin, and T. Wagner
Date of publication2016-09-15 17:33:46
MaintainerV. Picheny <victor.picheny@toulouse.inra.fr>
LicenseGPL-2 | GPL-3
Version2.0
URL http://dice.emse.fr/
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("DiceOptim")

Man pages

AEI: Augmented Expected Improvement
AEI.grad: AEI's Gradient
AKG: Approximate Knowledge Gradient (AKG)
AKG.grad: AKG's Gradient
branin2: 2D test function
checkPredict: Prevention of numerical instability for a new observation
crit_AL: Expected Augmented Lagrangian Improvement
critcst_optimizer: Maximization of constrained Expected Improvement criteria
crit_EFI: Expected Feasible Improvement
crit_SUR_cst: Stepwise Uncertainty Reduction criterion
DiceOptim-package: Kriging-based optimization methods for computer experiments
easyEGO.cst: EGO algorithm with constraints
EGO.cst: Sequential constrained Expected Improvement maximization and...
EGO.nsteps: Sequential EI maximization and model re-estimation, with a...
EI: Analytical expression of the Expected Improvement criterion
EI.grad: Analytical gradient of the Expected Improvement criterion
EQI: Expected Quantile Improvement
EQI.grad: EQI's Gradient
fastfun: Fastfun function
fastfun-class: Class for fast to compute objective.
goldsteinprice: 2D test function
hartman4: 4D test function
integration_design_cst: Generic function to build integration points (for the SUR...
kriging.quantile: Kriging quantile
kriging.quantile.grad: Analytical gradient of the Kriging quantile of level beta
max_AEI: Maximizer of the Augmented Expected Improvement criterion...
max_AKG: Maximizer of the Expected Quantile Improvement criterion...
max_EI: Maximization of the Expected Improvement criterion
max_EQI: Maximizer of the Expected Quantile Improvement criterion...
max_qEI: Maximization of multipoint expected improvement criterion...
min_quantile: Minimization of the Kriging quantile.
noisy.optimizer: Optimization of homogenously noisy functions based on Kriging
ParrConstraint: 2D constraint function
qEGO.nsteps: Sequential multipoint Expected improvement (qEI)...
qEI: Analytical expression of the multipoint expected improvement...
qEI.grad: Gradient of the multipoint expected improvement (qEI)...
rosenbrock4: 4D test function
sampleFromEI: Sampling points according to the expected improvement...
sphere6: 6D sphere function
test_feas_vec: Test constraints violation (vectorized)
update_km_noisyEGO: Update of one or two Kriging models when adding new...

Functions

AEI Man page Source code
AEI.grad Man page Source code
AKG Man page Source code
AKG.grad Man page Source code
DiceOptim Man page
DiceOptim-package Man page
EGO.cst Man page Source code
EGO.nsteps Man page Source code
EI Man page Source code
EI.grad Man page Source code
EQI Man page Source code
EQI.grad Man page Source code
Feas Source code
GPhi Source code
HPhi Source code
MYdavies Source code
ParrConstraint Man page Source code
branin2 Man page Source code
checkPredict Man page Source code
computeQuickKrigcov2 Source code
covZk Source code
crit_AL Man page Source code
crit_EFI Man page Source code
crit_SUR_cst Man page Source code
critcst_optimizer Man page Source code
decompo Source code
easyEGO.cst Man page Source code
fastfun Man page
fastfun-class Man page
get_cik Source code
get_sigmaik Source code
goldsteinprice Man page Source code
hartman4 Man page Source code
integration_design_cst Man page Source code
kriging.quantile Man page Source code
kriging.quantile.grad Man page Source code
krigingDeriv Source code
max_AEI Man page Source code
max_AKG Man page Source code
max_EI Man page Source code
max_EQI Man page Source code
max_qEI Man page Source code
max_qEI.CL Source code
min_quantile Man page Source code
noisy.optimizer Man page Source code
precomputeUpdateData Source code
predict,fastfun-method Man page
predict.fastfun Source code
prob.of.feasible.improvement Source code
qEGO.nsteps Man page Source code
qEI Man page Source code
qEI.grad Man page Source code
randLHS Source code
ranperm Source code
rosenbrock4 Man page Source code
sampleFromEI Man page Source code
simulate,fastfun-method Man page
simulate.fastfun Source code
sphere6 Man page Source code
test_feas Source code
test_feas_vec Man page Source code
update,fastfun-method Man page
update.fastfun Source code
update_km_noisyEGO Man page Source code

Files

src
src/davies.c
NAMESPACE
R
R/test_feas_vec.R
R/qEGO.nsteps.R
R/ParrConstraint.R
R/update_km_noisyEGO.R
R/AEI.R
R/computeQuickKrigcov2.R
R/checkPredict.R
R/max_qEI.R
R/noisy.optimizer.R
R/precomputeUpdateData.R
R/EQI.R
R/crit_SUR_cst.R
R/max_EQI.R
R/AEI.grad.R
R/qEI.R
R/goldsteinprice.R
R/rosenbrock4.R
R/max_AKG.R
R/branin2.R
R/EI.R
R/EQI.grad.R
R/qEI.grad.R
R/hartman4.R
R/AKG.R
R/max_EI.R
R/EI.grad.R
R/crit_EFI.R
R/fastfun.R
R/integration_design_cst.R
R/crit_AL.R
R/EGO.nsteps.R
R/critcst_optimizer.R
R/DiceOptim-package.R
R/EGO.cst.R
R/davies.R
R/prob.of.feasible.improvement.R
R/max_AEI.R
R/min_quantile.R
R/easyEGO.cst.R
R/AKG.grad.R
R/sampleFromEI.R
R/kriging.quantile.R
R/kriging.quantile.grad.R
R/sphere6.R
MD5
DESCRIPTION
man
man/EI.Rd
man/DiceOptim-package.Rd
man/noisy.optimizer.Rd
man/EGO.cst.Rd
man/branin2.Rd
man/sampleFromEI.Rd
man/qEI.grad.Rd
man/hartman4.Rd
man/crit_SUR_cst.Rd
man/update_km_noisyEGO.Rd
man/crit_EFI.Rd
man/kriging.quantile.grad.Rd
man/EI.grad.Rd
man/AKG.grad.Rd
man/EQI.grad.Rd
man/max_AEI.Rd
man/EGO.nsteps.Rd
man/easyEGO.cst.Rd
man/goldsteinprice.Rd
man/max_EI.Rd
man/AKG.Rd
man/fastfun-class.Rd
man/crit_AL.Rd
man/kriging.quantile.Rd
man/EQI.Rd
man/critcst_optimizer.Rd
man/integration_design_cst.Rd
man/qEGO.nsteps.Rd
man/max_EQI.Rd
man/rosenbrock4.Rd
man/fastfun.Rd
man/max_AKG.Rd
man/min_quantile.Rd
man/AEI.grad.Rd
man/checkPredict.Rd
man/qEI.Rd
man/AEI.Rd
man/test_feas_vec.Rd
man/max_qEI.Rd
man/ParrConstraint.Rd
man/sphere6.Rd
DiceOptim documentation built on May 20, 2017, 5 a.m.