Nadir Amaioua

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

  • Stéphane Alarie
  • Nadir Amaioua
  • Charles Audet
  • Sébastien Le Digabel
  • Louis-Alexandre Leclaire
    • Categories 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

    Efficient solution of quadratically constrained quadratic subproblems within the MADS algorithm

  • Nadir Amaioua
  • Charles Audet
  • Andrew R. Conn
  • Sébastien Le Digabel
    • Categories Constrained Nonlinear Optimization, Nonsmooth Optimization

    The Mesh Adaptive Direct Search algorithm (MADS) is an iterative method for constrained blackbox optimization problems. One of the optional MADS features is a versatile search step in which quadratic models are built leading to a series of quadratically constrained quadratic subproblems. This work explores different algorithms that exploit the structure of the quadratic models: … Read more