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Algorithm 909: NOMAD: Nonlinear Optimization with the MADS Algorithm

Algorithm 909: NOMAD: Nonlinear Optimization with the MADS Algorithm TOM00055 ACM (Typeset by SPi, Manila, Philippines) 1 of 15 February 26, 2011 Algorithm 909: NOMAD: Nonlinear Optimization with the MADS Algorithm SEBASTIEN LE DIGABEL, Ecole Polytechnique de Montr al e NOMAD is software that implements the Mesh Adaptive Direct Search (MADS) algorithm for blackbox 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 signi cant number of calls attempted. NOMAD is designed for such problems and aims for the best possible solution with a small number of evaluations. The objective of this article is to describe the underlying algorithm, the software ™s functionalities, and its implementation. Categories and Subject Descriptors: J.2 [Physical Sciences and Engineering]: Mathematics and statistics General Terms: Algorithms, Design, Documentation Additional Key Words and Phrases: Optimization software, MADS (Mesh Adaptive Direct Search), constrained optimization, nonlinear optimization, blackbox optimization. ACM Reference Format: Le Digabel, S. 2011. Algorithm 909: NOMAD: Nonlinear optimization with the MADS algorithm. ACM Trans. Math. Softw. 37, 4, Article 44 (February 2011), 15 pages. DOI = 10.1145/1916461.1916468 http://doi.acm.org/10.1145/1916461.1916468 1. INTRODUCTION AND MOTIVATION NOMAD is a software package designed to solve optimization problems http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png ACM Transactions on Mathematical Software (TOMS) Association for Computing Machinery

Algorithm 909: NOMAD: Nonlinear Optimization with the MADS Algorithm

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Publisher
Association for Computing Machinery
Copyright
Copyright © 2011 by ACM Inc.
ISSN
0098-3500
DOI
10.1145/1916461.1916468
Publisher site
See Article on Publisher Site

Abstract

TOM00055 ACM (Typeset by SPi, Manila, Philippines) 1 of 15 February 26, 2011 Algorithm 909: NOMAD: Nonlinear Optimization with the MADS Algorithm SEBASTIEN LE DIGABEL, Ecole Polytechnique de Montr al e NOMAD is software that implements the Mesh Adaptive Direct Search (MADS) algorithm for blackbox 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 signi cant number of calls attempted. NOMAD is designed for such problems and aims for the best possible solution with a small number of evaluations. The objective of this article is to describe the underlying algorithm, the software ™s functionalities, and its implementation. Categories and Subject Descriptors: J.2 [Physical Sciences and Engineering]: Mathematics and statistics General Terms: Algorithms, Design, Documentation Additional Key Words and Phrases: Optimization software, MADS (Mesh Adaptive Direct Search), constrained optimization, nonlinear optimization, blackbox optimization. ACM Reference Format: Le Digabel, S. 2011. Algorithm 909: NOMAD: Nonlinear optimization with the MADS algorithm. ACM Trans. Math. Softw. 37, 4, Article 44 (February 2011), 15 pages. DOI = 10.1145/1916461.1916468 http://doi.acm.org/10.1145/1916461.1916468 1. INTRODUCTION AND MOTIVATION NOMAD is a software package designed to solve optimization problems

Journal

ACM Transactions on Mathematical Software (TOMS)Association for Computing Machinery

Published: Feb 1, 2011

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