DiceOptim

Kriging-Based Optimization for Computer Experiments

CRAN Package

Efficient Global Optimization (EGO) algorithm as described in "Roustant et al. (2012)" doi:10.18637/jss.v051.i01 and adaptations for problems with noise ("Picheny and Ginsbourger, 2012") doi:10.1016/j.csda.2013.03.018, parallel infill, and problems with constraints.


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