Search Results for author: Yaroslav D. Sergeyev

Found 1 papers, 0 papers with code

Safe global optimization of expensive noisy black-box functions in the $δ$-Lipschitz framework

no code implementations15 Aug 2019 Yaroslav D. Sergeyev, Antonio Candelieri, Dmitri E. Kvasov, Riccardo Perego

The notion "safe" means that the objective function $f(x)$ during optimization should not violate a "safety" threshold, for instance, a certain a priori given value $h$ in a maximization problem.

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