Stochastic Interpolating Functions—Applications in Optimization
- 1 August 1980
- journal article
- research article
- Published by Oxford University Press (OUP) in IMA Journal of Applied Mathematics
- Vol. 26 (1) , 93-101
- https://doi.org/10.1093/imamat/26.1.93
Abstract
A function of m variables may be modelled with a stochastic interpolating function, given a finite set of data points. This leads to an optimization technique which is applicable to functions which are expensive to evaluate.Keywords
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