InfiniteOpt.jl
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Enable Support for Functional Infinite Parameters (e.g., Random Fields)
Using random field theory in combination with infinite-dimensional optimization denotes an interesting new class of optimization problems with diverse application. This generally corresponds to the case when an infinite parameter is supported over a certain domain (i.e., is a function that depends on other infinite parameters). Random fields present an interesting application of this where essentially we'll have a random function ξ(d) ∈ D_ξ where d ∈ D (e.g., ξ(t) a random function of time). This would enable the use of Gaussian random fields (e.g., Gaussian processes) to be used as infinite domains.