global-optimization

doi:10.4121/45406971-2516-4306-a69f-b2ad68e6eaea

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global-optimization

Source code for the publication: Nonmyopic Global Optimisation via Approximate Dynamic Programming

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Description

Source code for the implementation and simulation of nonmyopic multistep lookahead strategies for the gradient-free optimisation of black-box functions.

Keywords

dynamic programming

Global Optimisation

Multi-step Scenario-based Optimisation

Nonmyopic Acquisition Functions

Rollout

Programming languages

Other 97%
Python 2%
Other 1%

License

</>Source code

Packages

Reference papers

1.
Author(s): Filippo Airaldi, Bart De Schutter, Azita Dabiri
Published by arXiv in 2024
10.48550/arxiv.2412.04882

Contributors

Filippo Airaldi

0000-0001-6595-2932

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