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A Fast Multi-Point Expected Improvement for Parallel Expensive Optimization

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zhandawei/Fast_Multipoint_Expected_Improvement

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.gitattributes
.gitattributes
 
 
EGO_CCGA_FqEI.m
EGO_CCGA_FqEI.m
 
 
EGO_FqEI.m
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Infill_FqEI.m
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Kriging_Predictor.m
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Kriging_Train.m
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Optimizer_CCGA.m
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Optimizer_GA.m
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README.md
README.md
 
 
Rosenbrock.m
Rosenbrock.m
 
 

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This is the Matlab code of the fast multi-point expected improvement criterion.

reference

[1] Dawei Zhan, Yun Meng and Huanlai Xing. A Fast Multi-Point Expected Improvement for Parallel Expesive Optimization. IEEE Transactions on Evolutioanry Compuatation, 2023, 27(1): 170-184

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