Marzat, Julien; Walter, Eric; Piet-Lahanier, Hélène - In: Journal of Global Optimization 55 (2013) 4, pp. 707-727
A new algorithm is proposed to deal with the worst-case optimization of black-box functions evaluated through costly computer simulations. The input variables of these computer experiments are assumed to be of two types. Control variables must be tuned while environmental variables have an...