mesh adaptive direct search algorithms (mads)

The mesh adaptive direct search algorithm for periodic variables

  • Charles Audet
  • Sébastien Le Digabel
    • Categories Applications - OR and Management Sciences, Convex and Nonsmooth Optimization Tags , , , ,

    This work analyzes constrained black box optimization in which the functions defining the problem are periodic with respect to some or all the variables. We show that the natural strategy of mapping trial points into the interval defined by the period in the Mesh Adaptive Direct Search (MADS) framework can be easily done in practice, … Read more

    OrthoMADS: A deterministic MADS instance with orthogonal directions

  • Mark A. Abramson
  • Charles Audet
  • John E. Dennis, Jr.
  • Sébastien Le Digabel
    • Categories Applications - OR and Management Sciences, Nonsmooth Optimization Tags , , , ,

    he purpose of this paper is to introduce a new way of choosing directions for the mesh adaptive direct search (Mads) class of algorithms. The advantages of this new OrthoMads instantiation of Mads are that the polling directions are chosen deterministically, ensuring that the results of a given run are repeatable, and that they are … Read more