activity
20192026
most citedStoMADS: Stochastic blackbox optimization using probabilistic estimates

1 citations · 1 across the 4 of their papers we have counts for

collaborators

5 papers

math.OC2026

Transfer Learning in Bayesian Optimization for Aircraft Design

Ali Tfaily, Youssef Diouane, Nathalie Bartoli +1

The use of transfer learning within Bayesian optimization addresses the disadvantages of the so-called \textit{cold start} problem by using source data to aid in the optimization o…

math.OC2023

Risk averse constrained blackbox optimization under mixed aleatory/epistemic uncertainties

Charles Audet, Jean Bigeon, Romain Couderc +1

This paper addresses risk averse constrained optimization problems where the objective and constraint functions can only be computed by a blackbox subject to unknown uncertainties.…

math.OC2023

Sequential stochastic blackbox optimization with zeroth-order gradient estimators

Charles Audet, Jean Bigeon, Romain Couderc +1

This work considers stochastic optimization problems in which the objective function values can only be computed by a blackbox corrupted by some random noise following an unknown d…

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…

math.OC20191 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…