The mesh adaptive direct search algorithm with treed Gaussian process surrogates

This work introduces the use of the treed Gaussian process (TGP) as a surrogate model within the mesh adaptive direct search (MADS) framework for constrained blackbox optimization. It extends the surrogate management framework (SMF) to nonsmooth optimization under general constraints. MADS uses TGP in two ways: one, as a surrogate for blackbox evaluations; and two, … Read more