SNOBFIT -- Stable Noisy Optimization by Branch and Fit
Waltraud Huyer, Arnold Neumaier · ACM Transactions on Mathematical Software · 2008
The software package SNOBFIT for bound-constrained (and soft-constrained) noisy optimization of an expensive objective function is described. It combines global and local search by branching and local fits. The program is made robust and flexible for practical use by allowing for hidden constraints, batch function evaluations, change of search regions, etc.