Group for Research in Decision Analysis

G-2020-58

Two decades of blackbox optimization applications

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This work reviews blackbox optimization applications over the last twenty years, addressed using direct search optimization methods. Emphasis is placed on the Mesh Adaptive Direct Search (MADS) derivative-free optimization algorithm. The core of the document describes applications in three specific fields: Energy, materials science, and computational engineering design. Other applications in science and engineering as well as patents are also mentioned. This selection highlights the versatility and the evolution of MADS and its accompanying software, NOMAD, that became over the years the baseline solver in blackbox optimization.

, 25 pages