activity
20162021
most citedQuantifying uncertainty with ensembles of surrogates for blackbox optimization

7 citations · 14 across the 8 of their papers we have counts for

collaborators

8 papers

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.MG2021★ 2 cited

The equilateral small octagon of maximal width

Christian Bingane, Charles Audet

A small polygon is a polygon of unit diameter. The maximal width of an equilateral small polygon with vertices is not known when . This paper solves the first open…

math.OC2021★ 7 cited

Quantifying uncertainty with ensembles of surrogates for blackbox optimization

Charles Audet, Sébastien Le Digabel, Renaud Saltet

This work is in the context of blackbox optimization where the functions defining the problem are expensive to evaluate and where no derivatives are available. A tried and tested t…

math.OC2021★ 2 cited

Tight bounds on the maximal perimeter of convex equilateral small polygons

Christian Bingane, Charles Audet

A small polygon is a polygon that has diameter one. The maximal perimeter of a convex equilateral small polygon with sides is not known when . In this paper, we co…

math.OC2020

Combining Cross Entropy and MADS methods for inequality constrained global optimization

Charles Audet, Romain Couderc, Jean Bigeon

This paper proposes a way to combine the Mesh Adaptive Direct Search (MADS) algorithm with the Cross-Entropy (CE) method for non smooth constrained optimization. The CE method is u…

math.OC2019★ 2 cited

Optimization of noisy blackboxes with adaptive precision

Stéphane Alarie, Charles Audet, Pierre-Yves Bouchet +1

In derivative-free and blackbox optimization, the objective function is often evaluated through the execution of a computer program seen as a blackbox. It can be noisy, in the sens…

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…

math.OC2016

Algorithmic construction of the subdifferential from directional derivatives

Charles Audet, Warren Hare

The subdifferential of a function is a generalization for nonsmooth functions of the concept of gradient. It is frequently used in variational analysis, particularly in the context…