Cahiers : GERAD

Nov 2020

Combining Cross Entropy and MADS methods for inequality constrained optimization

Charles Audet, Jean Bigeon, and Romain Couderc

G-2020-59

Oct 2020

Two decades of blackbox optimization applications

Stéphane Alarie, Charles Audet, Aïmen E. Gheribi, Michael Kokkolaras, and Sébastien Le Digabel

G-2020-58

Aug 2020

Escaping unknown discontinuous regions in blackbox optimization

Charles Audet, Alain Batailly, and Solène Kojtych

G-2020-46

Apr 2020

Proceedings of the Edge Intelligence Workshop, Montréal, Canada, March 2--3, 2020

Charles Audet, Sébastien Le Digabel, Andrea Lodi, Dominique Orban, and Vahid Partovi Nia

G-2020-23

Jan 2020

Numerical certification of Pareto optimality for biobjective nonlinear problems

Charles Audet, Frédéric Messine, and Jordan Ninin

G-2020-01

Nov 2019

Optimization of noisy blackboxes with adaptive precision

Stéphane Alarie, Charles Audet, Pierre-Yves Bouchet, and Sébastien Le Digabel

G-2019-84

Oct 2019

Binary, unrelaxable and hidden constraints in blackbox optimization

Charles Audet, Gilles Caporossi, and Stéphane Jacquet

G-2019-76

Sep 2019

Constraint scaling in the Mesh Adaptative Direct Search algorithm

Charles Audet, Gilles Caporossi, and Stéphane Jacquet

G-2019-65

Aug 2019

Using symbolic calculations to determine largest small polygons

Charles Audet, Pierre Hansen, and Dragutin Svrtan

G-2019-57

Apr 2019

StoMADS: Stochastic blackbox optimization using probabilistic estimates

Charles Audet, Kwassi Joseph Dzahini, Michael Kokkolaras, and Sébastien Le Digabel

G-2019-30

Feb 2019

Monotonic grey box optimization

Charles Audet, Pascal Côté, Catherine Poissant, and Christophe Tribes

G-2019-15

Feb 2019

Dynamic improvements of static surrogates in direct search optimization

Charles Audet and Julien Côté-Massicotte

G-2019-10

Jan 2019

Low-cost and representative surrogate hydrological models. Part II - Use within calibration frameworks

Pierre-Luc Huot, Annie Poulin, Charles Audet, and Stéphane Alarie

G-2019-08

Jan 2019

Low-cost and representative surrogate hydrological models. Part I - Construction of surrogates

Pierre-Luc Huot, Annie Poulin, Charles Audet, and Stéphane Alarie

G-2019-07

Oct 2018

Performance indicators in multiobjective optimization

Charles Audet, Jean Bigeon, Dominique Cartier, Sébastien Le Digabel, and Ludovic Salomon

G-2018-90

Jun 2018

Selection of variables in parallel space decomposition for the mesh adaptive

Stéphane Alarie, Nadir Amaioua, Charles Audet, Sébastien Le Digabel, and Louis-Alexandre Leclaire

G-2018-38

May 2018

Model-based methods in derivative-free nonsmooth optimization

Charles Audet and Warren Hare

G-2018-34

Mar 2018

The mesh adaptive direct search algorithm for granular and discrete variables

Charles Audet, Sébastien Le Digabel, and Christophe Tribes

G-2018-16

Nov 2017

Mesh-based Nelder-Mead algorithm for inequality constrained optimization

Charles Audet and Christophe Tribes

G-2017-90

Jul 2017

A hybrid optimization approach for efficient calibration of computationally intensive hydrological models

Pierre-Luc Huot, Annie Poulin, Charles Audet, and Stéphane Alarie

G-2017-56

Mar 2017

Tuning Runge-Kutta parameters on a family of ordinary differential equations

Charles Audet

G-2017-18

Nov 2016

Locally weighted regression models for surrogate-assisted design optimization

Bastien Talgorn, Charles Audet, Sébastien Le Digabel, and Michael Kokkolaras

G-2016-113

Jul 2016

Robust optimization of noisy blackbox problems using the Mesh Adaptive Direct Search algorithm

Charles Audet, Amina Ihaddadene, Sébastien Le Digabel, and Christophe Tribes

G-2016-55

Jul 2016

Scenario tree modeling for stochastic short-term hydropower operations planning

Sara Séguin, Charles Audet, and Pascal Côté

G-2016-54

Jul 2016

A derivative-free trust-region augmented Lagrangian algorithm

Charles Audet, Sébastien Le Digabel, and Mathilde Peyrega

G-2016-53

Jun 2016

Efficient solution of quadratically constrained quadratic subproblems within a direct-search algorithm

Nadir Amaioua, Charles Audet, Andrew R. Conn, and Sébastien Le Digabel

G-2016-45

Jun 2016

A progressive barrier derivative-free trust-region algorithm for constrained optimization

Charles Audet, Andrew R. Conn, Sébastien Le Digabel, and Mathilde Peyrega

G-2016-49

May 2016

Order-based error for managing ensembles of surrogates in derivative-free optimization

Charles Audet, Michael Kokkolaras, Sébastien Le Digabel, and Bastien Talgorn

G-2016-36

Feb 2016

Algorithmic construction of the subdifferential from directional derivatives

Charles Audet and Warren Hare

G-2016-12

Oct 2015

Maximal area of equilateral small polygons

Charles Audet

G-2015-101

Sep 2015

Stochastic short-term hydropower planning with inflow scenario trees

Sara Séguin, Stein-Erik Fleten, Pascal Côté, Alois Pichler, and Charles Audet

G-2015-97

Jul 2015

Optimal adaptive sequential designs for crossover bioequivalence studies

Jialin Xu, Charles Audet, Charles E. DiLiberti, Walter W. Hauck, Timothy H. Montague, Alan F. Parr, Diane Potvin, and Donald J. Schuirmann

G-2015-70

May 2015

A lower bound on the sum of the largest components of a nonnegative vector

Charles Audet

G-2015-54

May 2014

Linear Equalities in Blackbox Optimization

Charles Audet, Sébastien Le Digabel, and Mathilde Peyrega

G-2014-36

Apr 2014

Short-term unit commitment and loading problem

Sara Séguin, Pascal Côté, and Charles Audet

G-2014-21

Mar 2014

Dynamic scaling in the Mesh Adaptive Direct Search algorithm for blackbox optimization

Charles Audet, Sébastien Le Digabel, and Christophe Tribes

G-2014-16

Feb 2013

A Variance-Based Method to Rank Input Variables of the Mesh Adaptive Direct Search Algorithm

Luc-Désiré Adjengue, Charles Audet, and Imen Ben Yahia

G-2013-15

Jan 2013

Ordering 15 Marbles with a Three-Way Scale

Charles Audet

G-2013-05

Oct 2012

A Survey on Direct Search Methods for Blackbox Optimization and their Applications

Charles Audet

G-2012-53

Aug 2012

Reducing the Number of Function Evaluations in Mesh Adaptive Direct Search Algorithms

Charles Audet, Andrea Ianni, Sébastien Le Digabel, and Christophe Tribes

G-2012-43

May 2012

The Small Octagons of Maximal Width

Charles Audet, Pierre Hansen, Frédéric Messine, and Jordan Ninin

G-2012-22

Mar 2012

Long-Term Fleet Maintenance of Hydroelectric Generators Using Proportional Hazard Model and Nonlinear Programming

Mohamed-Salah Ouali, Hakim Aoudjit, and Charles Audet

G-2012-11

Mar 2012

Optimization of Algorithms with OPAL

Charles Audet, Kien-Cong Dang, and Dominique Orban

G-2012-08

Feb 2011

Snow Water Equivalent Estimation Using Blackbox Optimization

Stéphane Alarie, Charles Audet, Vincent Garnier, Sébastien Le Digabel, and Louis-Alexandre Leclaire

G-2011-09

Jan 2011

Efficient Use of Parallelism in Algorithmic Parameter Optimization Applications

Charles Audet, Kien-Cong Dang, and Dominique Orban

G-2011-03

Dec 2010

Calculating Optimal Conditions for Alloy and Process Design Using Thermodynamic and Properties Databases, the FactSage Software and the Mesh Adaptive Direct Search (MADS) Algorithm

Aïmen E. Gheribi, Charles Audet, Sébastien Le Digabel, Ève Bélisle, and Arthur D. Pelton

G-2010-77

Dec 2010

Identifying Local Minima in the Liquidus Surface Using the FactSage Software and the Mesh Adaptive Direct Search (MADS) Algorithm

Aïmen E. Gheribi, Christian Robelin, Sébastien Le Digabel, Charles Audet, and Arthur D. Pelton

G-2010-76

Sep 2010

Sensitivity to Constraints in Blackbox Optimization

Charles Audet, John E. Dennis, Jr., and Sébastien Le Digabel

G-2010-49

Jul 2010

Construction of Sparse Signal Representations with Adaptive Multiscale Orthogonal Bases

Antoine Saucier and Charles Audet

G-2010-42

Jun 2010

Maximal Perimeter, Diameter and Area of Equilateral Unit-Width Convex Polygons

Charles Audet and Jordan Ninin

G-2010-37

Mar 2010

A Short Proof on the Cardinality of Maximal Positive Bases

Charles Audet

G-2010-20

Feb 2010

On Proper Refinement of Bimatrix Games Extreme Nash Equilibria

Charles Audet, Slim Belhaiza, and Pierre Hansen

G-2010-15

Jan 2010

A Note on Bimatrix Game Maximal Selten Subsets

Charles Audet, Slim Belhaiza, and Pierre Hansen

G-2010-03

Jan 2010

Algorithmic Parameter Optimization of the DFO Method with the OPAL Framework

Charles Audet, Kien-Cong Dang, and Dominique Orban

G-2010-02

Jan 2010

A Method for Stochastic Constrained Optimization Using Derivative-Free Surrogate Pattern Search and Collocation

S Sankaran, Charles Audet, and AL Marsden

G-2010-01

Dec 2009

A Note on Diameters of Point Sets

Charles Audet, X Fournier, Pierre Hansen, and Frédéric Messine

G-2009-85

Jul 2009

NOMAD User Guide. Version 3.7.2

Sébastien Le Digabel, Christophe Tribes, and Charles Audet

G-2009-37

May 2009

The Mesh Adaptive Direct Search Algorithm for Periodic Variables

Charles Audet and Sébastien Le Digabel

G-2009-23

Feb 2009

A Mesh Adaptive Direct Search Algorithm for Multi-Objective Optimization

Charles Audet, Gilles Savard, and Walid Zghal

G-2009-13

Dec 2008

Remarks on Solutions to a Nonconvex Quadratic Programming Test Problem

Charles Audet, Pierre Hansen, and Sylvain Perron

G-2008-88

Nov 2008

Globalization Strategies for Mesh Adaptive Direct Search

Charles Audet, John E. Dennis, Jr., and Sébastien Le Digabel

G-2008-74

Mar 2008

The Small Hexagon and Heptagon with Maximum Sum of Distances Between Vertices

Charles Audet, Anthony Guillou, Pierre Hansen, Frédéric Messine, and Sylvain Perron

G-2008-20

Feb 2008

OrthoMADS: A Deterministic MADS Instance with Orthogonal Directions

Mark A. Abramson, Charles Audet, John E. Dennis, Jr., and Sébastien Le Digabel

G-2008-15

Nov 2007

A New Multi-Objective Approach for the Portfolio Selection Problem with Skewness

Walid Zghal, Charles Audet, and Gilles Savard

G-2007-86

Nov 2007

Perfect and Proper Refinements of All Extreme Nash Equilibria for Bimatrix Games

Charles Audet, Slim Belhaiza, and Pierre Hansen

G-2007-85

Nov 2007

Extremal Problems for Convex Polygons - An Update

Charles Audet, Pierre Hansen, and Frédéric Messine

G-2007-82

Nov 2007

Parallel Space Decomposition of the Mesh Adaptive Direct Search Algorithm

Charles Audet, John E. Dennis, Jr., and Sébastien Le Digabel

G-2007-81

Jul 2007

Simple Polygons of Maximum Perimeter Contained in a Unit Disk

Charles Audet, Pierre Hansen, and Frédéric Messine

G-2007-56

Jul 2007

Mesh Adaptive Direct Search Algorithms for Mixed Variable Optimization

Mark A. Abramson, Charles Audet, James W. Chrissis, and Jennifer G. Walston

G-2007-49

May 2007

A MADS Algorithm with a Progressive Barrier for Derivative-Free Nonlinear Programming

Charles Audet and John E. Dennis, Jr.

G-2007-37

Feb 2007

Exact L₂-Norm Plane Separation

Charles Audet, Pierre Hansen, Alejandro Karam, Chi-to Daniel Ng, and Sylvain Perron

G-2007-09

Jan 2007

Multiobjective Optimization Through a Series of Single-Objective Formulations

Charles Audet, Gilles Savard, and Walid Zghal

G-2007-05

Nov 2006

Isoperimetric Polygons of Maximal Width

Charles Audet, Pierre Hansen, and Frédéric Messine

G-2006-72

Oct 2006

Nonsmooth Optimization through Mesh Adaptive Direct Search and Variable Neighborhood Search

Charles Audet, Vincent Béchard, and Sébastien Le Digabel

G-2006-61

Oct 2006

Erratum: Mesh Adaptive Direct Search Algorithms for Constrained Optimization

Charles Audet, AL Custódio, and John E. Dennis, Jr.

G-2006-53

Feb 2006

Disjunctive Cuts for Continuous Linear Bilevel Programming

Charles Audet, Jean Haddad, and Gilles Savard

G-2006-12

Feb 2006

A New Sequence Form Approach for the Enumeration and Refinement of all Extreme Nash Equilibria for Extensive Form Games

Charles Audet, Slim Belhaiza, and Pierre Hansen

G-2006-10

Dec 2005

Extremal Problems for Convex Polygons

Charles Audet, Pierre Hansen, and Frédéric Messine

G-2005-95

Dec 2005

Quatre Petits Octogones

Charles Audet, Pierre Hansen, and Frédéric Messine

G-2005-93

Dec 2005

Ranking Small Regular Polygons by Area and by Perimeter

Charles Audet, Pierre Hansen, and Frédéric Messine

G-2005-92

Oct 2005

Nonlinear Programming by Mesh Adaptive Direct Searches

Mark A. Abramson, Charles Audet, and John E. Dennis, Jr.

G-2005-86

Oct 2005

A Note on the Definition of a Linear Bilevel Programming Solution

Charles Audet, Jean Haddad, and Gilles Savard

G-2005-81

Aug 2005

Second-Order Convergence of Mesh-Adaptive Direct Search

Mark A. Abramson and Charles Audet

G-2005-63

Jun 2005

The Small Octagon with Longest Perimeter

Charles Audet, Pierre Hansen, and Frédéric Messine

G-2005-49

Feb 2005

Spent Potliner Treatment Process Optimization Using a MADS Algorithm

Charles Audet, Vincent Béchard, and Jamal Chaouki

G-2005-16

Dec 2004

Finding Optimal Algorithmic Parameters Using the Mesh Adaptive Direct Search Algorithm

Charles Audet and Dominique Orban

G-2004-96

Nov 2004

Exact Solution of -norm and -norm Plane Separation

Charles Audet, Pierre Hansen, Alejandro Karam, Chi-to Daniel Ng, and Sylvain Perron

G-2004-84

Jun 2004

Filter Pattern Search Algorithms for Mixed Variable Constrained Optimization Problems

Mark A. Abramson, Charles Audet, and John E. Dennis, Jr.

G-2004-53

Feb 2004

New Branch-and-Cut Algorithm for Bilevel Linear Programming

Charles Audet, Gilles Savard, and Walid Zghal

G-2004-13

Jan 2004

Mesh Adaptive Direct Search Algorithms for Constrained Optimization

Charles Audet and John E. Dennis, Jr.

G-2004-04

Oct 2003

Enumeration of All Extreme Equilibria in Game Theory: Bimatrix and Polymatrix Games

Charles Audet, Slim Belhaiza, and Pierre Hansen

G-2003-63

Sep 2003

The Minimum Diameter Octagon with Unit-Length Sides: Vincze's Wife's Octagon is Suboptimal

Charles Audet, Pierre Hansen, Frédéric Messine, and Sylvain Perron

G-2003-59

Jun 2003

Optimisation des stratégies de maintenanceIntégration à la production

Mohamed-Salah Ouali, Hakim Aoudjit, and Charles Audet

G-2003-40

Mar 2003

Exact Solution of Three Nonconvex Quadratic Programming Problems

Charles Audet, Pierre Hansen, and Sébastien Le Digabel

G-2003-16

Oct 2002

Convergence Results for Pattern Search Algorithms are Tight

Charles Audet

G-2002-56

Jun 2002

Generalized Pattern Searches with Derivative Information

Mark A. Abramson, Charles Audet, and John E. Dennis, Jr.

G-2002-28

May 2002

Catalytic Combustion Kinetics: Using a Direct Search Algorithm to Evaluate Kinetic Parameters from Light-Off Curves

Robert E. Hayes, François Bertrand, Charles Audet, and Stan T. Kolaczkowski

G-2002-20

Aug 2001

The Largest Small Octagon

Charles Audet, Pierre Hansen, Frédéric Messine, and Junjie Xiong

G-2001-27

May 2001

A Pattern Search Filter Method for Nonlinear Programming without Derivatives

Charles Audet and John E. Dennis, Jr.

G-2001-21

Dec 2000

Mixed Variable Optimization of the Number and Composition of Heat Intercepts in a Thermal Insulation System

Michael Kokkolaras, Charles Audet, and John E. Dennis, Jr.

G-2000-71

Nov 2000

An Exact Method for Fractional Goal Programming

Charles Audet, Emilio Carrizosa, and Pierre Hansen

G-2000-64

Sep 2000

Analysis of Generalized Pattern Searches

Charles Audet and John E. Dennis, Jr.

G-2000-52

May 2000

Pooling Problem: Alternate Formulations and Solution Methods

Charles Audet, Jack Brimberg, Pierre Hansen, Sébastien Le Digabel, and Nenad Mladenović

G-2000-23

Sep 1999

Concavity Cuts for Disjoint Bilinear Programming

Stéphane Alarie, Charles Audet, Brigitte Jaumard, and Gilles Savard

G-99-38

Oct 1998

Complete Enumeration of Equilibria for Two-Person Games in Strategic and Sequence Forms

Charles Audet, Pierre Hansen, Brigitte Jaumard, and Gilles Savard

G-98-59

Dec 1997

A Branch and Cut Algorithm for Nonconvex Quadratically Constrained Quadratic Programming

Charles Audet, Pierre Hansen, Brigitte Jaumard, and Gilles Savard

G-97-67

Jun 1996

Enumeration of All Extreme Equilibria of Bimatrix Games

Charles Audet, Pierre Hansen, Brigitte Jaumard, and Gilles Savard

G-96-32

Apr 1996

On the Linear Maxmin and Related Programming Problems

Charles Audet, Pierre Hansen, Brigitte Jaumard, and Gilles Savard

G-96-15

Feb 1996

A Symmetrical Linear Maxmin Approach to Disjoint Bilinear Programming

Charles Audet, Pierre Hansen, Brigitte Jaumard, and Gilles Savard

G-96-06

Apr 1995

Links Between the Linear Bilevel and Mixed 0-1 Programming Problems

Charles Audet, Pierre Hansen, Brigitte Jaumard, and Gilles Savard

G-95-20

Oct 1994

Concavity Cuts for the Linear maxmin Problem

Charles Audet, Brigitte Jaumard, and Gilles Savard

G-94-52

Cahiers du GERAD

Charles Audet

Annual Reports