ASTRO-DF is a prominent trust-region method using adaptive sampling for stochastic
derivative-free optimization of nonconvex problems. Its salient feature is an easy-to …

Programs involving discontinuities introduced by control flow constructs such as conditional
branches pose challenges to mathematical optimization methods that assume a degree of …

This paper introduces a major redesign of SimOpt, a testbed of simulation-optimization (SO)
problems and solvers. The testbed promotes the empirical evaluation and comparison of …

Bayesian optimization (BO) is a sample-efficient method and has been widely used for
optimizing expensive black-box functions. Recently, there has been a considerable interest …

Bi-fidelity stochastic optimization is increasingly favored for streamlining optimization
processes by employing a cost-effective low-fidelity (LF) function, with the goal of optimizing …

Stochastic constraints, which constrain an expectation in the context of simulation
optimization, can be hard to conceptualize and harder still to assess. As with a deterministic …