DiceOptim: Kriging-Based Optimization for Computer Experiments

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

Package details

AuthorV. Picheny, D. Ginsbourger, O. Roustant, with contributions by M. Binois, C. Chevalier, S. Marmin, and T. Wagner
MaintainerV. Picheny <[email protected]>
LicenseGPL-2 | GPL-3
Version2.0
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 May 30, 2017, 7:23 a.m.