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Xavier Lebeuf
Contact : xavier.lebeuf@polymtl.ca
Director : Charles Audet
Co-directors : Sébastien Le Digabel, Miguel Diago-Martinez
Member of GERAD and master's degree student at Polytechnique Montréal since august 2021.
Optimization of black boxes with variable precision
My master's thesis consists of utilizing the stochastic structure of non-deterministic black boxes to ease to optimization process with the NOMAD software. The idea is to adapt the precision (or fidelity) of every black box evaluation dynamically, such that some evaluations are very fast, and others longer. This project is specifically aimed at stochastic black boxes with very time consuming evaluations like the PRISME simulator from IREQ (Institut de recherche d'Hydro-Québec). The approach is developed and tested on SOLAR instances, a set of black boxes, some of which have similar properties to PRISME, but with much less expensive evaluations.