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

AuthorVictor Picheny [aut, cre], David Ginsbourger Green [aut], Olivier Roustant [aut], Mickael Binois [ctb], Sebastien Marmin [ctb], Tobias Wagner [ctb]
MaintainerVictor Picheny <victor.picheny@toulouse.inra.fr>
LicenseGPL-2 | GPL-3
Version2.1.1
URL http://dice.emse.fr/
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 Feb. 2, 2021, 1:06 a.m.