Constrained stochastic blackbox optimization using a progressive barrier and probabilistic estimates

Kwassi Joseph Dzahini, Michael Kokkolaras, Sébastien Le Digabel. Constrained stochastic blackbox optimization using a progressive barrier and probabilistic estimates. Math. Program., 198(1):675-732, March 2023. [doi]

Authors

Kwassi Joseph Dzahini

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Michael Kokkolaras

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Sébastien Le Digabel

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