Stochastic mesh adaptive direct search for blackbox optimization using probabilistic estimates
Charles Audet, Kwassi Joseph Dzahini, Michael Kokkolaras, Sébastien Le Digabel
Topics & Concepts
MathematicsMathematical optimizationProbabilistic logicMartingale (probability theory)Convergence (economics)Extension (predicate logic)Stochastic optimizationConvergence of random variablesAlgorithmRandom variableComputer scienceApplied mathematicsProgramming languageEconomic growthEconomicsStatisticsMetaheuristic Optimization Algorithms ResearchAdvanced Multi-Objective Optimization AlgorithmsAdvanced Optimization Algorithms Research