EGO swMATH ID: 7588 Software Authors: TOMLAB; D. R. Jones, Matthias Schonlau, William J. Welch Description: The Efficient Global Optimization (EGO) algorithm solves costly box-bounded global optimization problems with additional linear, nonlinear and integer constraints. The idea of the EGO algorithm is to first fit a response surface to data collected by evaluating the objective function at a few points. Then, EGO balances between finding the minimum of the surface and improving the approximation by sampling where the prediction error may be high. Homepage: http://tomopt.com/tomlab/products/cgo/solvers/ego.php Related Software: DACE; DiceOptim; DiceKriging; NSGA-II; SPACE; MLMSRBF; ParEGO; Spearmint; MultiMin; Matlab; NOMAD; GitHub; AK-MCS; Scikit; SMAC; DFO; MCS; MOEA/D; ORBIT; Cornell-MOE Cited in: 489 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 1,110 Authors 12 Shoemaker, Christine A. 10 Ginsbourger, David 9 Powell, Warren Buckler 8 Müller, Juliane 8 Picheny, Victor 8 Ryzhov, Ilya Olegovich 7 Boukouvala, Fani 7 Kleijnen, Jack P. C. 7 Roustant, Olivier 7 Vazquez, Emmanuel 6 Balesdent, Mathieu 6 Bect, Julien 6 Ranjan, Pritam 6 Regis, Rommel G. 5 Congedo, Pietro Marco 5 Couckuyt, Ivo 5 Dhaene, Tom 5 Floudas, Christodoulos Achilleus 5 Frazier, Peter I. 5 Keane, Andy J. 5 Van Nieuwenhuyse, Inneke 4 Bachoc, François 4 Bilionis, Ilias 4 Binois, Mickaël 4 Branke, Jürgen 4 Brevault, Loïc 4 den Hertog, Dick 4 Gao, Liang 4 Helbert, Céline 4 Holmström, Kenneth 4 Marzat, Julien 4 Ng, Szu Hui 4 Sahinidis, Nikolaos V. 4 Sinoquet, Delphine 4 Soize, Christian 4 Talbi, El-Ghazali 4 Walter, Eric 4 Zhan, Dawei 3 Akhtar, Taimoor 3 Armaou, Antonios 3 Barbillon, Pierre 3 Bartoli, Nathalie 3 Bingham, Derek R. 3 Carraro, Laurent 3 Chen, Ray-Bing 3 Cheng, Yuansheng 3 Forrester, Alexander I. J. 3 Gamboa, Fabrice 3 Gramacy, Robert B. 3 Husslage, Bart G. M. 3 Ierapetritou, Marianthi G. 3 Jiang, Chen 3 Jones, Donald R. 3 Le Maître, Olivier P. 3 Le Riche, Rodolphe 3 Lin, Chunfang Devon 3 Liu, Yongshou 3 Lovison, Alberto 3 Luo, Yangjun 3 Mandal, Abhyuday 3 Matta, Andrea 3 Munoz Zuniga, Miguel 3 Nelson, Barry L. 3 Pedrielli, Giulia 3 Qiu, Haobo 3 Schoen, Fabio 3 van Beers, Wim C. M. 3 Van Dam, Edwin Robert 3 Wang, Songhao 3 Wu, Yizhong 3 Yang, Xiu 3 Yang, Xufeng 3 Yang, Zan 3 Zhang, Yishang 2 Amaran, Satyajith 2 Anahideh, Hadis 2 Arakawa, Masao 2 Bai, Fusheng 2 Bay, Xavier 2 Beer, Michael A. 2 Bemporad, Alberto 2 Ben Salem, Malek 2 Bhosekar, Atharv 2 Boucard, Pierre-Alain 2 Bouhlel, Mohamed Amine 2 Broto, Baptiste 2 Bury, Scott J. 2 Challenor, Peter G. 2 Chen, Victoria C. P. 2 Chevalier, Clément 2 Chipman, Hugh A. 2 da Silva, Edna Raimunda 2 da Veiga, Sébastien 2 D’Ambrosio, Claudia 2 Dang, Chao 2 Daniels, S. J. 2 Defourny, Boris 2 Degroote, Joris 2 Deisenroth, Marc Peter 2 Denimal, E. ...and 1,010 more Authors all top 5 Cited in 113 Serials 75 Journal of Global Optimization 37 Computer Methods in Applied Mechanics and Engineering 31 Optimization and Engineering 24 European Journal of Operational Research 19 SIAM/ASA Journal on Uncertainty Quantification 14 Operations Research 12 Journal of Computational Physics 12 INFORMS Journal on Computing 12 Engineering Optimization 11 Applied Mathematical Modelling 9 Computational Statistics and Data Analysis 9 Structural and Multidisciplinary Optimization 8 Optimization Letters 8 Statistics and Computing 7 Information Sciences 7 Journal of Computational and Applied Mathematics 7 Machine Learning 6 Journal of Statistical Planning and Inference 6 Mathematical Problems in Engineering 6 Computational Geosciences 6 The Annals of Applied Statistics 5 Computers and Fluids 5 Computers & Operations Research 5 Journal of Computational and Graphical Statistics 4 Automatica 4 Computational Mechanics 4 SIAM Journal on Optimization 4 Computational Optimization and Applications 3 Fuzzy Sets and Systems 3 Computational Statistics 3 SIAM Journal on Scientific Computing 3 European Journal of Mechanics. A. Solids 3 Applied Stochastic Models in Business and Industry 3 Bayesian Analysis 2 Acta Mechanica 2 Artificial Intelligence 2 The Canadian Journal of Statistics 2 Computers & Mathematics with Applications 2 Applied Mathematics and Computation 2 International Journal for Numerical Methods in Engineering 2 Journal of the American Statistical Association 2 Journal of the Operational Research Society 2 Physica D 2 Annals of Operations Research 2 Journal of Statistical Computation and Simulation 2 Annals of Mathematics and Artificial Intelligence 2 International Journal of Computational Fluid Dynamics 2 Optimization Methods & Software 2 Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences 2 Communications in Nonlinear Science and Numerical Simulation 2 Journal of Machine Learning Research (JMLR) 2 International Journal of Computational Methods 2 Advanced Modeling and Optimization 2 Journal of Statistical Theory and Practice 2 Electronic Journal of Statistics 2 Journal of Theoretical Biology 1 Advances in Applied Probability 1 Computer Physics Communications 1 International Journal for Numerical Methods in Fluids 1 ACM Transactions on Mathematical Software 1 The Annals of Statistics 1 Biometrical Journal 1 Journal of Applied Probability 1 Journal of Optimization Theory and Applications 1 Mathematics and Computers in Simulation 1 Mathematics of Operations Research 1 SIAM Journal on Control and Optimization 1 Operations Research Letters 1 Applied Numerical Mathematics 1 Optimization 1 Algorithmica 1 COMPEL 1 International Journal of Information and Management Sciences 1 Computational Mathematics and Mathematical Physics 1 SIAM Review 1 International Journal of Robust and Nonlinear Control 1 Advances in Engineering Software 1 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI 1 Computational and Applied Mathematics 1 Statistica Sinica 1 The Journal of Artificial Intelligence Research (JAIR) 1 Bernoulli 1 International Transactions in Operational Research 1 Journal of Mathematical Chemistry 1 Nonlinear Dynamics 1 ZAMM. Zeitschrift für Angewandte Mathematik und Mechanik 1 Data Mining and Knowledge Discovery 1 Discrete Dynamics in Nature and Society 1 European Journal of Mechanics. B. Fluids 1 International Journal of Applied Mathematics and Computer Science 1 Probability in the Engineering and Informational Sciences 1 CMES. Computer Modeling in Engineering & Sciences 1 Mathematical Geology 1 Statistical Modelling 1 OR Spectrum 1 Natural Computing 1 4OR 1 Acta Numerica 1 Journal of the Korean Statistical Society 1 Advances in Data Analysis and Classification. ADAC ...and 13 more Serials all top 5 Cited in 26 Fields 275 Operations research, mathematical programming (90-XX) 172 Statistics (62-XX) 91 Numerical analysis (65-XX) 52 Mechanics of deformable solids (74-XX) 46 Probability theory and stochastic processes (60-XX) 45 Computer science (68-XX) 29 Fluid mechanics (76-XX) 14 Biology and other natural sciences (92-XX) 12 Systems theory; control (93-XX) 11 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 9 Geophysics (86-XX) 5 Calculus of variations and optimal control; optimization (49-XX) 4 Combinatorics (05-XX) 4 Partial differential equations (35-XX) 4 Approximations and expansions (41-XX) 3 Classical thermodynamics, heat transfer (80-XX) 3 Information and communication theory, circuits (94-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Mechanics of particles and systems (70-XX) 1 History and biography (01-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Functional analysis (46-XX) 1 Convex and discrete geometry (52-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Optics, electromagnetic theory (78-XX) 1 Relativity and gravitational theory (83-XX) Citations by Year