NOMAD is software for optimizing blackbox problems. In continuous development since 2001, it constantly evolved with the integration of new algorithmic features published in scientific publications. These features are motivated by real applications encountered by industrial partners. The latest major release of NOMAD, version 3, dates from 2008. Minor releases are produced as new features … Read more
We present FrankWolfe.jl, an open-source implementation of several popular Frank-Wolfe and Conditional Gradients variants for first-order constrained optimization. The package is designed with flexibility and high-performance in mind, allowing for easy extension and relying on few assumptions regarding the user-provided functions. It supports Julia’s unique multiple dispatch feature, and interfaces smoothly with generic linear optimization … Read more
Many practical applications require the solution of numerically challenging linear programs (LPs) and mixed-integer programs (MIPs). Scaling is a widely used preconditioning technique that aims at reducing the error propagation of the involved linear systems, thereby improving the numerical behavior of the dual simplex algorithm and, consequently, LP-based branch-and-bound. A reliable scaling method often makes … Read more
It is a challenging task to fairly compare local solvers and heuristics against each other and against global solvers. How does one weigh a faster termination time against a better quality of the found solution? In this paper, we introduce the confined primal integral, a new performance measure that rewards a balance of speed and … Read more
Time transformation is a ubiquitous tool in theoretical sciences, especially in physics. It can also be used to transform switched optimal con trol problems into control problems with a fixed switching order and purely continuous decisions. This approach is known either as enhanced time transformation, time-scaling, or switching time optimization (STO) for mixed-integer optimal control. … Read more
We describe BASBL, our implementation of the deterministic global optimization algorithm Branch-and-Sandwich for nonconvex/nonlinear bilevel problems, within the open-source MINOTAUR framework. The solver incorporates the original Branch-and-Sandwich algorithm and modifications proposed in the first part of this work. We also introduce BASBLib, an extensive online library of bilevel benchmark problems collected from the literature and … Read more
NOMAD is software that implements the MADS algorithm (Mesh Adaptive Direct Search) for black-box optimization under general nonlinear constraints. Blackbox optimization is about optimizing functions that are usually given as costly programs with no derivative information and no function values returned for a significant number of calls attempted. NOMAD is designed for such problems and … Read more
We describe FORTRAN subroutines for network flow optimization using an interior point network flow algorithm. We provide FORTRAN and C language drivers, as well as C language functions that, together with the subroutines, make up PDNET (Portugal, Resende, Veiga, and Júdice, 2000). The algorithm is described in detail and its implementation is outlined. Usage of … Read more