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20192025
most citedStochastic trust-region algorithm in random subspaces with convergence and expected complexity analyses

6 citations · 8 across the 5 of their papers we have counts for

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Showing 2019 · math.OCShow all

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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…