SPACE swMATH ID: 4716 Software Authors: Matthias Schonlau Description: space (Stochastic Process Analysis of Computer Experiments): The code is useful for analysis and global optimization of very expensive functions. The major functions are : Fitting or Estimation of the stochastic process model parameters Cross validation of the model fit Prediction at new design sites (x-values) using the fitted model Visualization of Main Effects and Joint Effects Global minimization of the response in stages: The code suggests a specified number of design sites at each stage. The function can then be evaluated off - line at these design sites. The new function evaluations are fed back to space for the next stage. Global minimization with supplied function of the response. space generates a single design site, waits for the design site to be evaluated by a supplied function, space generates the next design site given the new function evaluation , etc., until a convergence criterion is satisfied. Homepage: http://www.schonlau.net/space.html Related Software: EGO; DACE; DiceOptim; DiceKriging; ParEGO; MOEA/D; SURROGATES; DiceEval; DiceDesign; BayesDA; DEoptim; GPareto; SMAC; BOCK; Hyperopt; Spearmint; Virtual library; ooDACE; MLMSRBF; UQLab Cited in: 34 Documents Standard Articles 1 Publication describing the Software, including 1 Publication in zbMATH Year Efficient global optimization of expensive black-box functions. Zbl 0917.90270Jones, Donald R.; Schonlau, Matthias; Welch, William J. 1998 all top 5 Cited by 93 Authors 3 Marzat, Julien 3 Vazquez, Emmanuel 3 Walter, Eric 2 Forrester, Alexander I. J. 2 Keane, Andy J. 2 Notz, William I. 2 Piet-Lahanier, Hélène 2 Santner, Thomas J. 2 Sóbester, András 1 Balesdent, Mathieu 1 Basudhar, Anirban 1 Batista, Lucas S. 1 Beck, Joakim 1 Bect, Julien 1 Bressloff, Neil W. 1 Challenor, Peter G. 1 Chen, Liping 1 Cheng, Kai 1 Codina, Esteve 1 Congedo, Pietro Marco 1 Dribusch, Christoph 1 Enaux, Benoit 1 Faleh, Alaeddine 1 Feng, Zhiwei 1 Gao, Liang 1 García-García, José Carlos 1 García-Ródenas, Ricardo 1 Gaudrie, David 1 Goodfellow, Marc 1 Greiner, Russell 1 Guillas, Serge 1 Hansen, Colin H. 1 Herbert, Vincent 1 Jacquemart, Damien 1 Jiang, Chen 1 Jones, Donald R. 1 Kleijnen, Jack P. C. 1 Lacaze, Sylvain 1 Langelaar, Matthijs 1 Le Maître, Olivier P. 1 Le Riche, Rodolphe 1 Leary, Stephen J. 1 Lehman, Jeffrey S. 1 Li, Qiuyang 1 Li, Yaohui 1 Ling, Chunyan 1 Lizotte, Daniel J. 1 Lü, Zhenzhou 1 Ma, Yang 1 Missoum, Samy 1 Mohammadi, Hossein 1 Morgans, Rick C. 1 Morio, Jérôme 1 Murphy, David J. 1 Nakayama, Hirotaka J. 1 Picheny, Victor 1 Planchet, Frédéric 1 Qiu, Haobo 1 Rios, Luis Miguel 1 Roy, Soma 1 Rullière, Didier 1 Sahinidis, Nikolaos V. 1 Sanson, Francois 1 Savage, Gordon J. 1 Schonlau, Matthias 1 Schuurmans, Dale 1 Svenson, Joshua 1 Tang, Qiangang 1 Teytaud, Olivier 1 Toal, David J. J. 1 Tresidder, Es 1 Tucker, Simon 1 ur Rehman, Samee 1 Valadão, Mônica A. C. 1 van Beers, Wim C. M. 1 Van Nieuwenhuyse, Inneke 1 Villemonteix, Julien 1 Wang, Shujuan 1 Welch, William J. 1 Williamson, Daniel B. 1 Wu, Yizhong 1 Xing, Huanlai 1 Yang, Tao 1 Yang, Zan 1 Yarotsky, Dmitry 1 Youssef, Wassim 1 Yun, Yeboon 1 Zander, Anthony C. 1 Zhan, Dawei 1 Zhang, Qingbin 1 Zhang, Qingfu 1 Zhao, Jianjun 1 Zhou, Yicheng all top 5 Cited in 13 Serials 13 Journal of Global Optimization 4 Optimization and Engineering 3 Computer Methods in Applied Mechanics and Engineering 2 Computational Statistics and Data Analysis 2 Structural and Multidisciplinary Optimization 2 SIAM/ASA Journal on Uncertainty Quantification 1 Journal of Statistical Planning and Inference 1 Statistica Sinica 1 Annals of Mathematics and Artificial Intelligence 1 Mathematical Problems in Engineering 1 Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences 1 Optimization Letters 1 Journal of Statistical Theory and Practice all top 5 Cited in 9 Fields 26 Operations research, mathematical programming (90-XX) 13 Statistics (62-XX) 7 Numerical analysis (65-XX) 4 Probability theory and stochastic processes (60-XX) 3 Fluid mechanics (76-XX) 2 Computer science (68-XX) 1 Mechanics of deformable solids (74-XX) 1 Geophysics (86-XX) 1 Biology and other natural sciences (92-XX) Citations by Year