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

6 citations · 13 across the 6 of their papers we have counts for

collaborators
Showing 2019Show all

1 paper · 1 filter

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…