mesh adaptive direct search algorithms

Use of quadratic models with mesh adaptive direct search for constrained black box optimization

  • Andrew R. Conn
  • Sébastien Le Digabel
    • Categories Constrained Nonlinear Optimization, Nonsmooth Optimization Tags , , ,

    We consider a derivative-free optimization, and in particular black box optimization, where the functions to be minimized and the functions representing the constraints are given by black boxes without derivatives. Two fundamental families of methods are available: model-based methods and directional direct search algorithms. This work exploits the flexibility of the second type of methods … Read more

    Finding optimal algorithmic parameters using a mesh adaptive direct search

  • Charles Audet
  • Dominique Orban
    • Categories Nonlinear Optimization, Nonsmooth Optimization, Unconstrained Optimization Tags , , , , ,

    The objectives of this paper are twofold; we first demonstrate the flexibility of the mesh adaptive direct search (MADS) in identifying locally optimal algorithmic parameters. This is done by devising a general framework for parameter tuning. The framework makes provision for surrogate objectives. Parameters are sought so as to minimize some measure of performance of … Read more