Expected complexity analysis of stochastic direct-search
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DOI: 10.1007/s10589-021-00329-9
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- Charles Audet & Kwassi Joseph Dzahini & Michael Kokkolaras & Sébastien Le Digabel, 2021. "Stochastic mesh adaptive direct search for blackbox optimization using probabilistic estimates," Computational Optimization and Applications, Springer, vol. 79(1), pages 1-34, May.
- Jeffrey Larson & Stephen C. Billups, 2016. "Stochastic derivative-free optimization using a trust region framework," Computational Optimization and Applications, Springer, vol. 64(3), pages 619-645, July.
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Keywords
Blackbox optimization; Derivative-free optimization; Stochastic optimization; Convergence rate; Direct-search; Stochastic processes;All these keywords.
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