This paper addresses risk averse constrained optimization problems where the objective and constraint functions can only be computed by a blackbox subject to...

This work considers stochastic optimization problems in which the objective function values can only be computed by a blackbox corrupted by some random noise...

Engineering design is often faced with uncertainties, making it difficult to determine an optimal design. In an unconstrained context, this amounts to choose...

This paper proposes a way to combine the Mesh Adaptive Direct Search (MADS) algorithm with the Cross-Entropy (CE) method for non smooth constrained optimizat...