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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
ACM Transactions on Mathematical Software (TOMS) – Association for Computing Machinery
Published: Feb 1, 2011
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