|About the Algorithm|
Gaussian Process-Based Search derives a sampling distribution from a fast-fitted Gaussian process based on previously evaluated solutions, and balances the trade-off between the effort used in searching around the current best solution (exploitation), and the effort used in searching largely unknown regions (exploration).
| Reported Results
- Balancing Exploitation and Exploration in Discrete Optimization via Simulation Through a Gaussian Process-Based Search. L. Sun, L. Hong, Z. Hu. INFORMS. 2014.----
|Back to Simulation Optimization Library!|