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 | User-friendly wrapper of the functions 'fastEGO.nsteps' and... |
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 |
fastEGO.nsteps | Sequential EI maximization and model re-estimation, with a... |
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_crit | Maximization of the Expected 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) |
TREGO.nsteps | Trust-region based EGO algorithm. |
update_km_noisyEGO | Update of one or two Kriging models when adding new... |
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