Stochastic mesh adaptive direct search for blackbox optimization using probabilistic estimates.
Charles AudetKwassi Joseph DzahiniMichael KokkolarasSébastien Le DigabelPublished in: Comput. Optim. Appl. (2021)
Keyphrases
- direct search
- differential evolution
- hill climbing
- pattern search
- learned from training data
- probabilistic model
- optimization algorithm
- global optimization
- bayesian networks
- stochastic context free grammars
- genetic algorithm
- nonlinear programming
- stationary points
- combinatorial optimization
- sufficient conditions
- evolutionary algorithm
- confidence estimates