Source code for the publication: Nonmyopic Global Optimisation via Approximate Dynamic Programming

Source code for the implementation and simulation of nonmyopic multistep lookahead strategies for the gradient-free optimisation of black-box functions.

https://doi.org/10.48550/arXiv.2412.04882
https://github.com/FilippoAiraldi/global-optimization
https://arxiv.org/abs/2412.04882