3 problems
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Conjecture on the optimality of monotonic-improvement thresholds for convex quadratics
The IGO algorithm uses threshold values and to guarantee a monotonic decrease in the expected objective function on a convex quadratic problem. Threshold non-…
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Conjecture on extrapolation properties and convergence in surrogate-based optimization
Consider a surrogate-based optimization method with surrogate models and a relevator, where the relevator is the model that decides whether to evaluate a candidate solution with th…
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Conjecture on learning-algorithm selection in surrogate-based optimization
A surrogate-based optimization framework uses a surrogate model for the true objective function and a model of a substitution strategy, called a relevator, to decide whether a cand…