Open access
Sep 2026
Black‐Box Optimization With Simultaneous Statistical Inference for Optimal Performance
This work proposes an algorithm that not only tackles the issue of sample average of performance estimates generated by the optimization algorithm, but also provides a consistent online estimator for the variance of the performance.
Teng Lian, Jian-Qiang Hu, Yu-Hang Wu et al.
· Naval Research Logistics · 0 citations