Abstract
Construction of global optimization algorithms using statistical models and radial basis function models is discussed. A new method of data smoothing using radial basis function and least squares approach is presented. It is shown that the P-algorithm for global optimization in the presence of noise based on a statistical model coincides with the corresponding radial basis algorithm.
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Žilinskas, A. On similarities between two models of global optimization: statistical models and radial basis functions. J Glob Optim 48, 173–182 (2010). https://doi.org/10.1007/s10898-009-9517-9
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DOI: https://doi.org/10.1007/s10898-009-9517-9