Antoine Lesage-Landry

Parallel versions of the mesh adaptive direct search algorithm

Categories Nonlinear Optimization, Optimization Software and Modeling Systems, Parallel Algorithms Tags , , ,

This work surveys the different parallel variants of the mesh adaptive direct search (MADS) algorithm for constrained blackbox optimization. These problems can inherently imply high computational costs due to the possible large number of variables and multi-modality of the search space. In addition, the potential time-intensive nature and time heterogeneity of the blackboxes defining the … Read more

Efficient search strategies for constrained multiobjective blackbox optimization

Categories Multi-Criteria Optimization, Nonlinear Optimization Tags ,

Multiobjective blackbox optimization deals with problems where the objective and constraint functions are the outputs of a numerical simulation. In this context, no derivatives are available, nor can they be approximated by finite differences, which precludes the use of classical gradient-based techniques. The DMulti-MADS algorithm implements a state-of-the-art direct search procedure for multiobjective blackbox optimization … Read more