BayesOptimization |
Minimize an expensive objective function with Bayesian Optimization. |

L_BFGS_B_Optimization |
Run a local gradient-based minimization using L-BFGS-B. |

SimplexOptimization |
Run a local derivative-free minimization using the Downhill simplex algorithm (aka Nelder-Mead). |

DifferentialEvolutionOptimization |
Run a global minimization using differential evolution. |

BayesLeastSquare |
Run a least-square minimization using Bayesian optimization. |

PCELeastSquare |
Run a global uncertainty quantification of a least-square problem using a polynomial chaos expansion (PCE) of the model functions of a least-square problem. |

PCESensitivityAnalysis |
Run a sensitivity analysis using a polynomial chaos expansion (PCE) of the objective function. |

GaussianProcessRegression |
Build up a Gaussian process regression of an objective function by sampling of the parameter space at postitions of maximal uncertainty. |