[SciPy-user] advice on stochastic(?) optimisation

[bryan cole]

Hi,

I'll looking for a bit of guidance as to what sort of algorithm is most
appropriate/efficient for finding the local maximum of a function (in 2
dimensions), where each function evaluation is 1) noisy and 2)
expensive/slow to evaluate.

I'd welcome any suggestions for where best to start investigating this
(text books, references, web-sites or existing optimisation libraries).
I've no background in this field at all.

cheers,
Bryan