2 citations · 3 across the 3 of their papers we have counts for
3 papers
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…
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…
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…