Derivative-Free Optimization of Expensive Functions with Computational Error Using Weighted Regression. Billups, S. C, Larson, J., & Graf, P. SIAM Journal on Optimization, 23(1):27–53, January, 2013.
Derivative-Free Optimization of Expensive Functions with Computational Error Using Weighted Regression [link]Paper  doi  bibtex   
@article{Billups2013a,
  author = {Billups, Stephen C and Larson, Jeffrey and Graf, Peter},
  doi = {10.1137/100814688},
  issn = {1052-6234},
  journal = {SIAM Journal on Optimization},
  month = jan,
  number = {1},
  pages = {27--53},
  title = {Derivative-Free Optimization of Expensive Functions with Computational Error Using Weighted Regression},
  url = {https://doi.org/10.1137/100814688},
  volume = {23},
  year = {2013}
}

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