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28 Aug
2008
28 Aug
'08
6:23 p.m.
Hi, I'll looking for a bit of guidance as to what sort of algorithm is most appropriate/efficient for finding the local maximum of a function (in 2 dimensions), where each function evaluation is 1) noisy and 2) expensive/slow to evaluate. I'd welcome any suggestions for where best to start investigating this (text books, references, web-sites or existing optimisation libraries). I've no background in this field at all. cheers, Bryan