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Tag Archive for optimizationbayesianmontecarloheuristicsdiscrete-optimization

heuristic opimization methods for “messy” discrete function

I want to maximize a function like the one in the plot linked below. The challenges are the nature of function itself (it’s constant for most of it’s domain space), the evaluation involves complex computation (around 10 seconds), it’s not described by a mathematical model (no analytic methods or gradient based methods are applicable), and it’s discrete. What are algorithms suitable for this problem?