Stochastic mesh adaptive direct search for blackbox optimization using probabilistic estimates

Charles Audet; Kwassi Joseph Dzahini; Michael Kokkolaras; Sébastien Le Digabel

doi:10.1007/s10589-020-00249-0

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Stochastic mesh adaptive direct search for blackbox optimization using probabilistic estimates

Charles Audet Kwassi Joseph Dzahini Michael Kokkolaras Sébastien Le Digabel

Year: 2021 Journal: Computational Optimization and Applications Vol: 79 (1)Pages: 1-34 Publisher: Springer Science+Business Media

DOI: 10.1007/s10589-020-00249-0

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Keywords:

Mathematics Mathematical optimization Probabilistic logic Martingale (probability theory) Convergence (economics) Extension (predicate logic) Stochastic optimization Convergence of random variables Algorithm Random variable Computer science Applied mathematics

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Metaheuristic Optimization Algorithms Research

Physical Sciences → Computer Science → Artificial Intelligence

Advanced Multi-Objective Optimization Algorithms

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Stochastic mesh adaptive direct search for blackbox optimization using probabilistic estimates

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