DiceOptim: Kriging-Based Optimization for Computer Experiments
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.
| Version: |
2.1.2 |
| Depends: |
DiceKriging (≥ 1.2), methods |
| Imports: |
randtoolbox, pbivnorm, rgenoud, mnormt, DiceDesign, parallel |
| Suggests: |
KrigInv, GPareto |
| Published: |
2025-11-12 |
| DOI: |
10.32614/CRAN.package.DiceOptim |
| Author: |
Mickael Binois [cre, ctb],
Victor Picheny [aut],
David Ginsbourger [aut],
Olivier Roustant [aut],
Sebastien Marmin [ctb],
Tobias Wagner [ctb] |
| Maintainer: |
Mickael Binois <mickael.binois at inria.fr> |
| License: |
GPL-2 | GPL-3 |
| NeedsCompilation: |
yes |
| CRAN checks: |
DiceOptim results |
Documentation:
Downloads:
Reverse dependencies:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=DiceOptim
to link to this page.