Man pages for DiceOptim
Kriging-Based Optimization for Computer Experiments

AEIAugmented Expected Improvement
AEI.gradAEI's Gradient
AKGApproximate Knowledge Gradient (AKG)
AKG.gradAKG's Gradient
branin22D test function
checkPredictPrevention of numerical instability for a new observation
crit_ALExpected Augmented Lagrangian Improvement
critcst_optimizerMaximization of constrained Expected Improvement criteria
crit_EFIExpected Feasible Improvement
crit_SUR_cstStepwise Uncertainty Reduction criterion
DiceOptim-packageKriging-based optimization methods for computer experiments
easyEGO.cstEGO algorithm with constraints
EGO.cstSequential constrained Expected Improvement maximization and...
EGO.nstepsSequential EI maximization and model re-estimation, with a...
EIAnalytical expression of the Expected Improvement criterion
EI.gradAnalytical gradient of the Expected Improvement criterion
EQIExpected Quantile Improvement
EQI.gradEQI's Gradient
fastfunFastfun function
fastfun-classClass for fast to compute objective.
goldsteinprice2D test function
hartman44D test function
integration_design_cstGeneric function to build integration points (for the SUR...
kriging.quantileKriging quantile
kriging.quantile.gradAnalytical gradient of the Kriging quantile of level beta
max_AEIMaximizer of the Augmented Expected Improvement criterion...
max_AKGMaximizer of the Expected Quantile Improvement criterion...
max_EIMaximization of the Expected Improvement criterion
max_EQIMaximizer of the Expected Quantile Improvement criterion...
max_qEIMaximization of multipoint expected improvement criterion...
min_quantileMinimization of the Kriging quantile.
noisy.optimizerOptimization of homogenously noisy functions based on Kriging
ParrConstraint2D constraint function
qEGO.nstepsSequential multipoint Expected improvement (qEI)...
qEIAnalytical expression of the multipoint expected improvement...
qEI.gradGradient of the multipoint expected improvement (qEI)...
rosenbrock44D test function
sampleFromEISampling points according to the expected improvement...
sphere66D sphere function
test_feas_vecTest constraints violation (vectorized)
update_km_noisyEGOUpdate of one or two Kriging models when adding new...
DiceOptim documentation built on May 30, 2017, 7:23 a.m.