Kriging-Based Optimization for Computer Experiments

Efficient Global Optimization (EGO) algorithm as described in "Roustant et al. (2012)" and adaptations for problems with noise ("Picheny and Ginsbourger, 2012") , parallel infill, and problems with constraints.


Reference manual

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2.0.1 by Victor Picheny, 7 days ago

Browse source code at

Authors: Victor Picheny [aut, cre] , David Ginsbourger Green [aut] , Olivier Roustant [aut] , Mickael Binois [ctb] , Sebastien Marmin [ctb] , Tobias Wagner [ctb]

Documentation:   PDF Manual  

GPL-2 | GPL-3 license

Imports randtoolbox, pbivnorm, rgenoud, mnormt, DiceDesign

Depends on DiceKriging, methods

Suggests KrigInv, GPareto, lhs

Suggested by GPGame, laGP, mlrMBO.

See at CRAN