Numerical methods¶
General methods¶
Combinatorial generators
Random generator parametrization
Random generator parametrization
Estimate an integral
Save/load a study
Iterated Functions System
Compute leave-one-out error of a polynomial chaos expansion
Compute leave-one-out error of a polynomial chaos expansion
Compute confidence intervals of a regression model from data
Compute confidence intervals of a regression model from data
Compute confidence intervals of a univariate noisy function
Compute confidence intervals of a univariate noisy function
Optimization¶
Mix/max search and sensitivity from design
Mix/max search and sensitivity from design
Optimization with constraints
Optimization using NLopt
Mix/max search using optimization
Mix/max search using optimization
Control algorithm termination
Optimization using bonmin
Multi-objective optimization using Pagmo
Multi-objective optimization using Pagmo
Quick start guide to optimization
Quick start guide to optimization
Optimization of the Rastrigin test function
Optimization of the Rastrigin test function
Optimization using dlib
EfficientGlobalOptimization examples
EfficientGlobalOptimization examples
Iterative statistics¶
Estimate moments iteratively
Estimate extrema iteratively
Estimate threshold exceedance iteratively
Estimate threshold exceedance iteratively