A Direct Search Algorithm for Optimization with Noisy Function Evaluations. Anderson, E. J. & Ferris, M. C. SIAM Journal on Optimization, 11(3):837–857, 2001.
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@Article{Anderson2001,
  author       = {Edward J. Anderson and Michael C. Ferris},
  title        = {A Direct Search Algorithm for Optimization with Noisy Function Evaluations},
  volume       = {11},
  number       = {3},
  pages        = {837--857},
  year         = {2001},
  doi          = {10.1137/s1052623496312848},
  journal = {SIAM Journal on Optimization},
}

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