4 papers
A penalty-interior point method combined with MADS for equality and inequality constrained optimization
Charles Audet, Andrea Brilli, Youssef Diouane +3
This work introduces MADS-PIP, an efficient framework that integrates a penalty-interior point strategy into the mesh adaptive direct search (MADS) algorithm for solving nonsmooth…
Multi-fidelity constraints in blackbox optimization
Stéphane Alarie, Charles Audet, Miguel Diago +2
This work studies constrained blackbox optimization problems that cannot be solved in reasonable time due to prohibitive computational costs. This challenge is especially prevalent…
Adaptive direct search algorithms for constrained optimization
Charles Audet, Théo Denorme, Youssef Diouane +2
Two families of directional direct search methods have emerged in derivative-free and blackbox optimization (DFO and BBO), each based on distinct principles: Mesh Adaptive Direct S…
CatMADS: Mesh Adaptive Direct Search for constrained blackbox optimization with categorical variables
Charles Audet, Youssef Diouane, Edward Hallé-Hannan +2
Solving optimization problems in which functions are blackboxes and variables involve different types poses significant theoretical and algorithmic challenges. Nevertheless, such s…