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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…