OrthoMADS: A Deterministic MADS Instance with Orthogonal Directions
From MaRDI portal
Publication:3563916
DOI10.1137/080716980zbMath1189.90202OpenAlexW2094268929WikidataQ58201079 ScholiaQ58201079MaRDI QIDQ3563916
Sébastien Le Digabel, Charles Audet, Mark A. Abramson, John E. jun. Dennis
Publication date: 1 June 2010
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/1911/102085
constrained optimizationnonlinear programmingdeterministicmesh adaptive direct search (MADS) algorithmsorthogonal directions
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56)
Related Items
Use of a biobjective direct search algorithm in the process design of material science applications, Using a derivative-free optimization method for multiple solutions of inverse transport problems, On the properties of positive spanning sets and positive bases, Dynamic scaling in the mesh adaptive direct search algorithm for blackbox optimization, Direct search nonsmooth constrained optimization via rounded ℓ1 penalty functions, Automated identification system of conditions for homogeneous and heterogeneous reactions in multipurpose optimization problems, Model-Based Derivative-Free Methods for Convex-Constrained Optimization, Derivative-free methods for mixed-integer nonsmooth constrained optimization, A derivative-free comirror algorithm for convex optimization, Random derivative-free algorithm for solving unconstrained or bound constrained continuously differentiable non-linear problems, Global optimization advances in mixed-integer nonlinear programming, MINLP, and constrained derivative-free optimization, CDFO, A CARTOPT METHOD FOR BOUND-CONSTRAINED GLOBAL OPTIMIZATION, Robust optimization of noisy blackbox problems using the mesh adaptive direct search algorithm, Derivative-free optimization: a review of algorithms and comparison of software implementations, Quantifying uncertainty with ensembles of surrogates for blackbox optimization, Global Linear Convergence of Evolution Strategies on More than Smooth Strongly Convex Functions, Binary, unrelaxable and hidden constraints in blackbox optimization, A note on diameters of point sets, An efficient class of direct search surrogate methods for solving expensive optimization problems with CPU-time-related functions, Escaping local minima with local derivative-free methods: a numerical investigation, Implementation of Cartesian grids to accelerate Delaunay-based derivative-free optimization, Multi-objective optimization of chemical reaction conditions based on a kinetic model, Semiconductor device design using the \textsc{BiMADS} algorithm, A mesh adaptive basin hopping method for the design of circular antenna arrays, Equal angle distribution of polling directions in direct-search methods, A deterministic algorithm to compute the cosine measure of a finite positive spanning set, Uniform simplex of an arbitrary orientation, Two decades of blackbox optimization applications, Efficient use of parallelism in algorithmic parameter optimization applications, Constrained stochastic blackbox optimization using a progressive barrier and probabilistic estimates, Nicely structured positive bases with maximal cosine measure, Mesh adaptive direct search with second directional derivative-based Hessian update, Convergence of derivative-free nonmonotone direct search methods for unconstrained and box-constrained mixed-integer optimization, A derivative-free 𝒱𝒰-algorithm for convex finite-max problems, Order-based error for managing ensembles of surrogates in mesh adaptive direct search, New horizons in sphere-packing theory, part II: Lattice-based derivative-free optimization via global surrogates, Using QR decomposition to obtain a new instance of mesh adaptive direct search with uniformly distributed polling directions, A concurrent implementation of the surrogate management framework with application to cardiovascular shape optimization, A local search method for costly black-box problems and its application to CSP plant start-up optimization refinement, An algorithmic framework based on primitive directions and nonmonotone line searches for black-box optimization problems with integer variables, Nonasymptotic densities for shape reconstruction, Constrained optimization of an idealized Y-shaped baffle for the Fontan surgery at rest and exercise, Surrogate Optimization of Computationally Expensive Black-Box Problems with Hidden Constraints, A variance-based method to rank input variables of the mesh adaptive direct search algorithm, A risk-averse stochastic program for integrated system design and preventive maintenance planning, Black-Box Optimization: Methods and Applications, Global optimization of general constrained grey-box models: new method and its application to constrained PDEs for pressure swing adsorption, Parallelized hybrid optimization methods for nonsmooth problems using NOMAD and linesearch, Direct search methods on reductive homogeneous spaces, Use of quadratic models with mesh-adaptive direct search for constrained black box optimization, A method for stochastic constrained optimization using derivative-free surrogate pattern search and collocation, Globalization strategies for mesh adaptive direct search, A mesh adaptive direct search algorithm for multiobjective optimization, Stochastic mesh adaptive direct search for blackbox optimization using probabilistic estimates, Mesh adaptive direct search with simplicial Hessian update, Delaunay-based derivative-free optimization via global surrogates. II: Convex constraints, Trade-off studies in blackbox optimization, A class of derivative-free nonmonotone optimization algorithms employing coordinate rotations and gradient approximations, Multi-fidelity shape optimization of hydraulic turbine runner blades using a multi-objective mesh adaptive direct search algorithm, DMulti-MADS: mesh adaptive direct multisearch for bound-constrained blackbox multiobjective optimization, A parameter-free unconstrained reformulation for nonsmooth problems with convex constraints, A modified Nelder-Mead barrier method for constrained optimization, Derivative-free optimization methods, Dynamic improvements of static surrogates in direct search optimization, Derivative free methodologies for circuit worst case analysis, Delaunay-based derivative-free optimization via global surrogates. III: nonconvex constraints, Mathematical modeling and optimal blank generation in glass manufacturing, Linear equalities in blackbox optimization, Optimization of Stochastic Blackboxes with Adaptive Precision, Review and comparison of algorithms and software for mixed-integer derivative-free optimization, A derivative-free exact penalty algorithm: basic ideas, convergence theory and computational studies
Uses Software
