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2475. Blackbox optimization with the MADS algorithm and the NOMAD software
Invited abstract in session MD-30: Optimization Solvers, stream Software for Optimization.
Monday, 14:30-16:00Room: 064 (building: 208)
Authors (first author is the speaker)
| 1. | Sébastien Le Digabel
|
| Polytechnique Montréal |
Abstract
NOMAD is a free software package for blackbox optimization. It implements the mesh adaptive direct search (MADS), a derivative-free optimization algorithm. NOMAD is designed to solve industrial problems, and therefore it includes several practical features such as constraints handling, the possibility of processing several objectives, noisy evaluations, etc. Several parallel variants of the algorithm are also available. This talk introduces derivative-free and blackbox optimization, the MADS algorithm and the practical use of NOMAD. Realistic test cases will also be discussed.
Keywords
- Continuous Optimization
- Software
- Parallel Algorithms and Implementation
Status: accepted
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