Constrained stochastic blackbox optimization using a progressive barrier and probabilistic estimates
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Publication:6353282
DOI10.1007/s10107-022-01787-7zbMath1512.90148arXiv2011.04225MaRDI QIDQ6353282
Kwassi Joseph Dzahini, Sébastien Le Digabel, Michael Kokkolaras
Publication date: 9 November 2020
Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56) Stochastic programming (90C15)
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