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math.OC2024
Direct-search methods in the year 2025: Theoretical guarantees and algorithmic paradigms
K. J. Dzahini, F. Rinaldi, C. W. Royer +1
Optimizing a function without using derivatives is a challenging paradigm, that precludes from using classical algorithms from nonlinear optimization, and may thus seem intractable…
math.OC2020
Expected complexity analysis of stochastic direct-search
Kwassi Joseph Dzahini
This work presents the convergence rate analysis of stochastic variants of the broad class of direct-search methods of directional type. It introduces an algorithm designed to opti…
math.OC2019★ 1 cited
StoMADS: Stochastic blackbox optimization using probabilistic estimates
Charles Audet, Kwassi Joseph Dzahini, Michael Kokkolaras +1
This work introduces StoMADS, a stochastic variant of the mesh adaptive direct-search (MADS) algorithm originally developed for deterministic blackbox optimization. StoMADS conside…