Group for Research in Decision Analysis

Surrogate-Based Optimization of Constrained Blackbox

Bastien Talgorn GERAD, Canada

This presentation introduces different ways of using statistical surrogate tools within the Mesh Adaptive Direct Search (MADS) framework for constrained blackbox optimization. The dynaTree package is used as surrogate model. We focus on different formulations of the surrogate problem that is considered at each search step of MADS.