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StoMADS: Stochastic blackbox optimization using probabilistic estimates

Charles Audet, Kwassi Joseph Dzahini, Michael Kokkolaras and Sébastien Le Digabel

Technical Report (2019)

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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/64201/
Report number: G-2019-30
Official URL: https://www.gerad.ca/fr/papers/G-2019-30
Date Deposited: 01 Apr 2025 15:44
Last Modified: 01 Apr 2025 15:44
Cite in APA 7: Audet, C., Dzahini, K. J., Kokkolaras, M., & Le Digabel, S. (2019). StoMADS: Stochastic blackbox optimization using probabilistic estimates. (Technical Report n° G-2019-30). https://www.gerad.ca/fr/papers/G-2019-30

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