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Constrained stochastic blackbox optimization using a progressive barrier and probabilistic estimates

Kwassi Joseph Dzahini, Michael Kokkolaras and Sébastien Le Digabel

Technical Report (2020)

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Department: Department of Mathematics and Industrial Engineering
Research Center: GERAD - Research Group in Decision Analysis
PolyPublie URL: https://publications.polymtl.ca/51249/
Report number: G-2020-60
Official URL: https://www.gerad.ca/fr/papers/G-2020-60
Date Deposited: 18 Apr 2023 15:00
Last Modified: 25 Sep 2024 16:41
Cite in APA 7: Dzahini, K. J., Kokkolaras, M., & Le Digabel, S. (2020). Constrained stochastic blackbox optimization using a progressive barrier and probabilistic estimates. (Technical Report n° G-2020-60). https://www.gerad.ca/fr/papers/G-2020-60

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