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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; MLMSRBF; SPACE; ParEGO; MultiMin; Matlab; Spearmint; NOMAD; GitHub; DFO; ORBIT; AK-MCS; MCS; SMAC; UOBYQA; TOMLAB; SNOBFIT; Scikit
Cited in: 401 Publications
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Cited by 883 Authors

12 Shoemaker, Christine A.
10 Ginsbourger, David
9 Powell, Warren Buckler
8 Müller, Juliane
8 Regis, Rommel G.
7 Kleijnen, Jack P. C.
7 Picheny, Victor
7 Roustant, Olivier
7 Ryzhov, Ilya O.
6 Boukouvala, Fani
6 Vazquez, Emmanuel
5 Balesdent, Mathieu
5 Bect, Julien
5 Floudas, Christodoulos Achilleus
5 Frazier, Peter I.
5 Keane, Andy J.
5 Ranjan, Pritam
5 Van Nieuwenhuyse, Inneke
4 Bachoc, François
4 Bilionis, Ilias
4 Couckuyt, Ivo
4 den Hertog, Dick
4 Dhaene, Tom
4 Gao, Liang
4 Holmström, Kenneth
4 Marzat, Julien
4 Ng, Szu Hui
4 Soize, Christian
4 Walter, Eric
3 Akhtar, Taimoor
3 Armaou, Antonios
3 Barbillon, Pierre
3 Bingham, Derek R.
3 Binois, Mickaël
3 Brevault, Loïc
3 Carraro, Laurent
3 Chen, Ray-Bing
3 Congedo, Pietro Marco
3 Forrester, Alexander I. J.
3 Gamboa, Fabrice
3 Husslage, Bart G. M.
3 Ierapetritou, Marianthi G.
3 Jiang, Chen
3 Lin, Chunfang Devon
3 Liu, Yongshou
3 Nelson, Barry L.
3 Qiu, Haobo
3 Sahinidis, Nikolaos V.
3 Talbi, El-Ghazali
3 van Beers, Wim C. M.
3 Van Dam, Edwin Robert
3 Wang, Songhao
3 Yang, Xiu
3 Yang, Xufeng
3 Yang, Zan
3 Zhan, Dawei
3 Zhang, Yishang
2 Amaran, Satyajith
2 Anahideh, Hadis
2 Arakawa, Masao
2 Bai, Fusheng
2 Bartoli, Nathalie
2 Bay, Xavier
2 Bemporad, Alberto
2 Ben Salem, Malek
2 Boucard, Pierre-Alain
2 Branke, Jürgen
2 Broto, Baptiste
2 Bury, Scott J.
2 Challenor, Peter G.
2 Chen, Victoria C. P.
2 Cheng, Yuansheng
2 Chevalier, Clément
2 Chipman, Hugh A.
2 D’Ambrosio, Claudia
2 Daniels, S. J.
2 Defourny, Boris
2 Degroote, Joris
2 Deisenroth, Marc Peter
2 Deschrijver, Dirk
2 Deutz, André H.
2 Diazdelao, F. A.
2 Dupuy, Delphine
2 Dwight, Richard P.
2 Emmerich, Michael T. M.
2 Everson, Richard M.
2 Fang, Zhide
2 Faruque Hasan, M. M.
2 Fieldsend, Jonathan E.
2 Fu, Michael C.
2 Garnier, Josselin
2 Ghanem, Roger G.
2 Goldstein, Michael
2 Goodfellow, Marc
2 Gramacy, Robert B.
2 Guerin, Yannick
2 Haftka, Raphael T.
2 Hong, Linxiong
2 Jalali, Hamed
2 Jin, Yaochu
...and 783 more Authors
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Cited in 100 Serials

71 Journal of Global Optimization
27 Computer Methods in Applied Mechanics and Engineering
23 European Journal of Operational Research
23 Optimization and Engineering
17 SIAM/ASA Journal on Uncertainty Quantification
12 Operations Research
12 INFORMS Journal on Computing
10 Journal of Computational Physics
9 Computational Statistics and Data Analysis
9 Structural and Multidisciplinary Optimization
8 Applied Mathematical Modelling
8 Optimization Letters
7 Machine Learning
6 Journal of Statistical Planning and Inference
6 The Annals of Applied Statistics
5 Journal of Computational and Applied Mathematics
5 Mathematical Problems in Engineering
5 Computational Geosciences
5 Statistics and Computing
4 Computers and Fluids
4 Computers & Operations Research
4 SIAM Journal on Optimization
3 Automatica
3 Fuzzy Sets and Systems
3 Information Sciences
3 Computational Mechanics
3 Computational Statistics
3 Applied Stochastic Models in Business and Industry
2 Artificial Intelligence
2 The Canadian Journal of Statistics
2 Applied Mathematics and Computation
2 International Journal for Numerical Methods in Engineering
2 Journal of the Operational Research Society
2 Annals of Operations Research
2 Computational Optimization and Applications
2 SIAM Journal on Scientific Computing
2 Annals of Mathematics and Artificial Intelligence
2 International Journal of Computational Fluid Dynamics
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 Electronic Journal of Statistics
2 Journal of Computational and Graphical Statistics
2 Journal of Theoretical Biology
2 Bayesian Analysis
1 Acta Mechanica
1 Advances in Applied Probability
1 International Journal for Numerical Methods in Fluids
1 The Annals of Statistics
1 Biometrical Journal
1 Journal of the American Statistical Association
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 Journal of Statistical Computation and Simulation
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 The Journal of Artificial Intelligence Research (JAIR)
1 Bernoulli
1 International Transactions in Operational Research
1 Journal of Mathematical Chemistry
1 Nonlinear Dynamics
1 Optimization Methods & Software
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. A. Solids
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 4OR
1 Acta Numerica
1 Advances in Data Analysis and Classification. ADAC
1 Statistical Analysis and Data Mining
1 Journal of Statistical Theory and Practice
1 AStA. Advances in Statistical Analysis
1 Mathematical Geosciences
1 SIAM Journal on Financial Mathematics
1 Mathematical Programming Computation
1 International Journal of Mathematical Modelling and Numerical Optimisation
1 Journal of the Operations Research Society of China
1 International Journal of Systems Science. Principles and Applications of Systems and Integration
1 Control Engineering

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