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math.OC2021
Hierarchically constrained blackbox optimization
Stéphane Alarie, Charles Audet, Paulin Jacquot +1
In blackbox optimization, evaluation of the objective and constraint functions is time consuming. In some situations, constraint values may be evaluated independently or sequential…
math.OC2021
Parallel Surrogate-assisted Optimization Using Mesh Adaptive Direct Search
Bastien Talgorn, Stéphane Alarie, Michael Kokkolaras
We consider computationally expensive blackbox optimization problems and present a method that employs surrogate models and concurrent computing at the search step of the mesh adap…