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pro vyhledávání: '"Kokkolaras, Michael"'
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. To handle mixed aleatory/epistemic uncertainties, the problem is tran
Externí odkaz:
http://arxiv.org/abs/2310.11380
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 distribution. The proposed method is based on sequential stochastic opt
Externí odkaz:
http://arxiv.org/abs/2305.19450
We consider computationally expensive blackbox optimization problems and present a method that employs surrogate models and concurrent computing at the search step of the mesh adaptive direct search (MADS) algorithm. Specifically, we solve a surrogat
Externí odkaz:
http://arxiv.org/abs/2107.12421
Constrained stochastic blackbox optimization using a progressive barrier and probabilistic estimates
This work introduces the StoMADS-PB algorithm for constrained stochastic blackbox optimization, which is an extension of the mesh adaptive direct-search (MADS) method originally developed for deterministic blackbox optimization under general constrai
Externí odkaz:
http://arxiv.org/abs/2011.04225
This work introduces StoMADS, a stochastic variant of the mesh adaptive direct-search (MADS) algorithm originally developed for deterministic blackbox optimization. StoMADS considers the unconstrained optimization of an objective function f whose val
Externí odkaz:
http://arxiv.org/abs/1911.01012
Autor:
Martinsson Bonde, Julian, Kokkolaras, Michael, Andersson, Petter, Panarotto, Massimo, Isaksson, Ola
Publikováno v:
In Computers in Industry October 2023 151
Akademický článek
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Akademický článek
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Autor:
Alarie, Stéphane, Audet, Charles, Gheribi, Aïmen E., Kokkolaras, Michael, Le Digabel, Sébastien
Publikováno v:
In EURO Journal on Computational Optimization 2021 9
Autor:
Dzahini, Kwassi Joseph1 (AUTHOR) kwassi-joseph.dzahini@polymtl.ca, Kokkolaras, Michael2 (AUTHOR), Le Digabel, Sébastien1 (AUTHOR)
Publikováno v:
Mathematical Programming. Mar2023, Vol. 198 Issue 1, p675-732. 58p.