Rank: 2167 based on 59 downloads (last 30 days) and 2 files submitted
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Julie

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Company/University
Tampere University of Technology

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Professional Interests:
global optimization, derivative-free, surrogate models, response surfaces

 

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05 Jun 2013 Stochastic Radial Basis Function Algorithm for Global Optimization Solves computationally expensive black-box global optimization problems with box constraints Author: Julie global optimization, radial basis function, blackbox, computationally expen... 17 4
  • 1.0
1.0 | 2 ratings
08 Oct 2012 Surrogate Model Optimization Toolbox Surrogate model optimization algorithm for computationally expensive global optimization problems Author: Julie global optimization, surrogate model, derivativefree, response surface, integer, mixedinteger 42 3
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4.0 | 1 rating
Comments and Ratings by Julie
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02 May 2014 Stochastic Radial Basis Function Algorithm for Global Optimization Solves computationally expensive black-box global optimization problems with box constraints Author: Julie

Michal, if you scale your variables to [0,1] for the optimization and use lower bounds as 0 and upper bounds as 1, this works pretty well. You can scale your variables back to the original scale when calling your objective function evaluation, i.e. x in [0,1], scale it to original interval by using z= xlow + x*(xup-xlow), evaluate f(z).

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02 May 2014 Stochastic Radial Basis Function Algorithm for Global Optimization Solves computationally expensive black-box global optimization problems with box constraints Author: Julie Julie

Michal, if you scale your variables to [0,1] for the optimization and use lower bounds as 0 and upper bounds as 1, this works pretty well. You can scale your variables back to the original scale when calling your objective function evaluation, i.e. x in [0,1], scale it to original interval by using z= xlow + x*(xup-xlow), evaluate f(z).

01 Aug 2013 Stochastic Radial Basis Function Algorithm for Global Optimization Solves computationally expensive black-box global optimization problems with box constraints Author: Julie Kvasnicka, Michal

Variable "sigma_stdev_default" should be estimated for each variable range in every dimension.

Current value corresponding to
minxrange = min(xrange)
as smallest variable range is not appropriate!!!

16 Jun 2013 Stochastic Radial Basis Function Algorithm for Global Optimization Solves computationally expensive black-box global optimization problems with box constraints Author: Julie Kvasnicka, Michal

What about constrained version???

16 Jun 2013 Stochastic Radial Basis Function Algorithm for Global Optimization Solves computationally expensive black-box global optimization problems with box constraints Author: Julie Kvasnicka, Michal

well done !!!

29 Apr 2013 Surrogate Model Optimization Toolbox Surrogate model optimization algorithm for computationally expensive global optimization problems Author: Julie Kvasnicka, Michal

Any hints and examples for parallel object and constraints functions evaluations?

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