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global-optimization

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

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contributor

Description

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

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Keywords
dynamic programming
Global Optimisation
Multi-step Scenario-based Optimisation
Nonmyopic Acquisition Functions
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Programming languages
  • Other 97%
  • Python 2%
  • Other 1%
License
  • MIT
</>Source code
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Reference papers

Contributors

FA
Filippo Airaldi

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