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Robust optimization of noisy blackbox problems using the Mesh Adaptive Direct Search algorithm.
Charles Audet
Amina Ihaddadene
Sébastien Le Digabel
Christophe Tribes
Published in:
Optim. Lett. (2018)
Keyphrases
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robust optimization
search algorithm
mathematical programming
problems involving
stochastic programming
chance constrained
machine learning
evolutionary algorithm
optimization problems
linear combination
benchmark problems
portfolio optimization