Stéphane Alarie – Optimization Online

Fidelity and interruption control for expensive constrained multi-fidelity blackbox optimization

Published: 2023/12/20, Updated: 2024/08/05

Constrained Nonlinear Optimization, Energy, Optimization of Simulated Systems blackbox optimization, constrained optimization, derivative-free optimization, direct-search methods, Multi-fidelity, Static surrogates

This work introduces a novel blackbox optimization algorithm for computationally expensive constrained multi-fidelity problems. When applying a direct search method to such problems, the scarcity of feasible points may lead to numerous costly evaluations spent on infeasible points. Our proposed fidelity and interruption controlled optimization algorithm addresses this issue by leveraging multi-fidelity information, allowing for … Read more

Hierarchically constrained blackbox optimization

Published: 2021/11/25

Nonlinear Optimization blackbox optimization, constrained optimization, derivative-free optimization

In blackbox optimization, evaluation of the objective and constraint functions is time consuming. In some situations, constraint values may be evaluated independently or sequentially. The present work proposes and compares two strategies to define a hierarchical ordering of the constraints and to interrupt the evaluation process at a trial point when it is detected that … Read more

Two decades of blackbox optimization applications

Published: 2020/10/29, Updated: 2020/10/31

Applications - Science and Engineering, Chemical Engineering, Mechanical Engineering applications, blackbox optimization, derivative-free optimization, mesh adaptive direct search

This work reviews blackbox optimization applications over the last twenty years, addressed using direct search optimization methods. Emphasis is placed on the Mesh Adaptive Direct Search (MADS) derivative-free optimization algorithm. The core of the document describes applications in three specific fields: Energy, materials science, and computational engineering design. Other applications in science and engineering as … Read more

Optimization of noisy blackboxes with adaptive precision

Published: 2019/11/13

Nonlinear Optimization adaptive precision, blackbox, derivative-free, direct search, monte carlo simulation, noisy, stochastic, tunable precision

In derivative-free and blackbox optimization, the objective function is often evaluated through the execution of a computer program seen as a blackbox. It can be noisy, in the sense that its outputs are contaminated by random errors. Sometimes, the source of these errors is identified and controllable, in the sense that it is possible to … Read more

Selection of variables in parallel space decomposition for the mesh adaptive direct search algorithm

Published: 2018/06/12

Louis-Alexandre Leclaire

Nonlinear Optimization, Parallel Algorithms

The parallel space decomposition of the Mesh Adaptive Direct Search algorithm (PSDMADS proposed in 2008) is an asynchronous parallel method for constrained derivative-free optimization with large number of variables. It uses a simple generic strategy to decompose a problem into smaller dimension subproblems. The present work explores new strategies for selecting subset of variables defining … Read more

Snow water equivalent estimation using blackbox optimization

Published: 2011/03/07, Updated: 2013/01/28

Louis-Alexandre Leclaire

Applications - Science and Engineering, Constrained Nonlinear Optimization, Nonsmooth Optimization blackbox optimization, groups of variables, kriging, mesh adaptive direct search, snow water equivalent

Accurate measurements of snow water equivalent (SWE) is an important factor in managing water resources for hydroelectric power generation. SWE over a catchment area may be estimated via kriging on measures obtained by snow monitoring devices positioned at strategic locations. The question studied in this paper is to find the device locations that minimize the … Read more