Programmes - Software.



M.A. Abramson, C. Audet, G. Couture, J.E. Dennis Jr, S. Le Digabel.  

The NOMAD project.  Sofware available at www.gerad.ca/nomad.






Publications.




À paraître - To appear



S. Alarie, C. Audet, V. Garnier, S. Le Digabel and L.A. Leclaire.  Snow water equivalent estimation using blackbox optimization. Technical report, Les Cahiers du GERAD G-2011-09, 2011.  To appear in Pacific Journal of Optimization.



C. Audet, K. C. Dang and D. Orban.  Efficient Use of Parallelism in Algorithmic Parameter Optimization Applications. Technical report, Les Cahiers du GERAD G-2011-03, 2011.To appear in Optimization Letters.



C. Audet, J.E. Dennis and S. Le Digabel.  Trade-off studies in blackbox optimization. Technical report, Les Cahiers du GERAD G-2010-49, 2010.  To appear in Optimization Methods and Software.





2012

A.E. Gheribi, C. Audet, S. Le Digabel, E. Bélisle, C.W. Bale and A. D. Pelton.  Calculating optimal conditions for alloy and process design using thermodynamic and properties databases, the FactSage software and the Mesh Adaptive Direct Search algorithm. CALPHAD: Computer Coupling of Phase Diagrams and Thermochemistry. 36 135-143, 2012.

C. Audet and S. Le Digabel.  The mesh adaptive direct search algorithm for periodic variables. Pacific Journal of Optimization. 8(1) 103-119, 2012.






2011

W. Zghal, C. Audet and G. Savard.  A New Multi-Objective Approach for the Portfolio Selection Problem with Skewness. Chapter 12 of  Advances in Quantitative Analysis of Finance and Accounting. C.F. Lee (Ed), Airiti Press, 2011.



A.E. Gheribi, C. Robelin, S. Le Digabel, C. Audet and A.D. Pelton.  Calculating All Local Minima on Liquidus Surfaces Using the FactSage Software and Databases and the Mesh Adaptive Direct Search Algorithm. The Journal of Chemical Thermodynamics. 43(9) 1323-1330, 2011.


C. Audet.  A short proof on the cardinality of maximal positive bases. Optimization Letters. 5(1) 191-194, 2011.






2010


C. Audet, C.-K, Dang and D. Orban.  Algorithmic Parameter Optimization of the DFO Method with the OPAL Framework. In Software Automatic Tuning: From Concepts to State-of-the-Art Results, K. Naono, K. Teranishi, J. Cavazos, R. Suda, (eds),  pages 255-274. Springer. 2010.


C. Audet, J.E. Dennis, and S. Le Digabel. Globalization strategies for Mesh Adaptive Direct Search. Computational Optimization and Applications. 46(2):193-215, 2010.


S. Sankaran, C. Audet and A.L. Marsden.  A method for stochastic constrained optimization using derivative-free surrogate pattern search and collocation. Journal of Computational Physics. 229(12):4664-4682, 2010.


C. Audet, G. Savard and W. Zghal.  A mesh adaptive direct search algorithm for multiobjective optimization. European Journal of Operational Research. 204(3):545-556, 2010.





2009


M.A. Abramson, C. Audet, J.E. Dennis, and S. Le Digabel.  OrthoMads: A deterministic Mads instance with orthogonal directions. SIAM Journal on Optimization, 20(2):948-966, 2009.


C. Audet and J. E. Dennis, Jr.  A progressive barrier for derivative-free nonlinear programming. SIAM Journal on Optimization, 20(1):445-472, 2009.


M.A. Abramson, C. Audet, J.W. Chrissis and J.G. Walston.  Mesh Adaptive Direct Search Algorithms for Mixed Variable Optimization. Optimization Letters, 3(1):35-47, 2009.





2008

C. Audet, J.E. Dennis, and S. Le Digabel.  Parallel Space Decomposition of the Mesh Adaptive Direct Search algorithm. SIAM Journal on Optimization, 19(3):1150-1170, 2008.
Test problem.zip download.

C. Audet, V. Béchard and S. Le Digabel.  Nonsmooth Optimization through Mesh Adaptive Direct Search and Variable Neighborhood Search. Journal of Global Optimization, 41(2): 299-318, 2008.
Test problem.zip download.


K. R. Fowler, J. P. Reese, C. E. Kees, J. E. Dennis, Jr., C. T. Kelley, C. T. Miller, C. Audet, A. J. Booker, G. Couture, R. W. Darwin, M. W. Farthing, D. E. Finkel, J. M. Gablonsky, G. Gray, T. G. Kolda.  Comparison of Derivative-Free Optimization Methods for Groundwater Supply and Hydraulic Capture Community Problems.  Advances in Water Resources, 31(5): 743-757, 2008.  Community test problem.


C. Audet, V. Béchard and J. Chaouki.  Spent Potliner Treatment Process Optimization using a MADS Algorithm. Optimization and Engineering, 9(2): 143-160, 2008.


C. Audet, S. Alarie, S. Le Digabel, Q. Lequy, M. Sylla and O. Marcotte.  Localisation de stations de mesure automatisée du couvert nival.  In Proceedings of the Second Montreal Industrial Problem Solving Workshop. Editor O. Marcotte. In CRM research Report CRM-3277, 9-18, 2008.


C. Audet, G. Savard and W. Zghal. Multiobjective optimization through a series of single-objective  formulations. SIAM Journal on Optimization, 19(1):188--210, 2008.


C. Audet, A. Custodio and J. E. Dennis, Jr.  Erratum : Mesh adaptive direct search algorithms for constrained optimization. SIAM Journal on Optimization, 18(4): 1501-1503, 2008.




2007


M.A. Abramson, C. Audet, and J. E. Dennis, Jr. Filter Pattern Search Algorithms for Mixed Variable Constrained Optimization Problems. Pacific Journal of Optimization, 3(3):477–500, 2007.




2006


C. Audet and D. Orban. Finding optimal algorithmic parameters using derivative-free optimization. SIAM Journal on Optimization, 17(3):642–664, 2006. [sildes]


M.A. Abramson and C. Audet. Convergence of mesh adaptive direct search to second-order stationary points. SIAM Journal on Optimization, 17(2):606–619, 2006.


C. Audet and J. E. Dennis, Jr. Mesh adaptive direct search algorithms for constrained optimization. SIAM Journal on Optimization, 17(1):188–217, 2006. [slides]


C. Audet and J. E. Dennis, Jr. Nonlinear programming by mesh adaptive direct searches. SIAG/Optimization Views-and-News, 17(1):2–11, 2006.



2004


C. Audet. Convergence results for pattern search algorithms are tight. Optimization and Engineering, 5(2):101–122, 2004.



C. Audet and J. E. Dennis, Jr. A pattern search filter method for nonlinear programming without derivatives. SIAM Journal on Optimization, 14(4):980–1010, 2004.


M.A. Abramson, C. Audet, and J. E. Dennis, Jr. Generalized pattern searches with derivative information. Mathematical Programming, Series B, 100:3–25, 2004.




2003


M. S. Ouali, H. Aoudjit, and C. Audet. Optimisation des stratégies de maintenance. Journal Européen des Systèmes Automatisés, 37(5):587–605, 2003.


C. Audet and J. E. Dennis, Jr. Analysis of generalized pattern searches. SIAM Journal on Optimization, 13(3):889–903, 2003.



R.E. Hayes, F.H. Bertrand, C. Audet, and S.T. Kolaczkowski. Catalytic combustion kinetics: Using a direct search algorithm to evaluate kinetic parameters from light-off curves. The Canadian Journal of Chemical Engineering, 81(6):1192–1199, 2003.




2001


M. Kokkolaras, C. Audet, and J. E. Dennis, Jr. Mixed variable optimization of the number and composition of heat intercepts in a thermal insulation system. Optimization and Engineering, 2(1):5–29, 2001.


C. Audet and J. E. Dennis, Jr. Pattern search algorithms for mixed variable programming. SIAM Journal on Optimization, 11(3):573–594, 2001.




2000


C. Audet, A.J. Booker, J. E. Dennis, Jr., P.D. Frank, and D.W. Moore. A surrogate-model-based method for constrained optimization. AIAA Paper 2000–4891, 8th AIAA/ISSMO Symposium on Multidisciplinary Analysis and Optimization, 2000.