Optimization of Stochastic Blackboxes with Adaptive Precision
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Publication:5020850
DOI10.1137/20M1318894zbMath1483.90089arXiv1911.05846OpenAlexW3217762877MaRDI QIDQ5020850
Charles Audet, Stéphane Alarie, Pierre-Yves Bouchet, Sébastien Le Digabel
Publication date: 7 January 2022
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1911.05846
Numerical mathematical programming methods (65K05) Derivative-free methods and methods using generalized derivatives (90C56) Stochastic programming (90C15)
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