Optimization of Stochastic Blackboxes with Adaptive Precision

Stéphane Alarie, Charles Audet, Pierre-Yves Bouchet, Sébastien Le Digabel. Optimization of Stochastic Blackboxes with Adaptive Precision. SIAM Journal on Optimization, 31(4):3127-3156, 2021. [doi]

@article{AlarieABD21,
  title = {Optimization of Stochastic Blackboxes with Adaptive Precision},
  author = {Stéphane Alarie and Charles Audet and Pierre-Yves Bouchet and Sébastien Le Digabel},
  year = {2021},
  doi = {10.1137/20M1318894},
  url = {https://doi.org/10.1137/20M1318894},
  researchr = {https://researchr.org/publication/AlarieABD21},
  cites = {0},
  citedby = {0},
  journal = {SIAM Journal on Optimization},
  volume = {31},
  number = {4},
  pages = {3127-3156},
}