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math.OC2025
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…
math.OC2025
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…