Charles Audet
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134 results — page 3 of 7
The mesh adaptive direct search (MADS) algorithm is designed for blackbox optimization problems for which the functions defining the objective and the constr...
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We investigate surrogate-assisted strategies for global derivative-free optimization using the mesh adaptive direct search MADS blackbox optimization algorit...
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Despite the lack of theoretical and practical convergence support, the Nelder-Mead (NM) algorithm is widely used to solve unconstrained optimization proble...
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The calibration of hydrological models is here formulated as a Blackbox optimization problem where the only information available to the optimization algorit...
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The Runge-Kutta class of iterative methods is designed to approximate solutions of a system of ordinary differential equations (ODE). The second-order cla...
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Locally weighted regression combines the advantages of polynomial regression and kernel smoothing. We present three ideas for appropriate and effective use...
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The Mesh Adaptive Direct Search algorithm (MADS) is an iterative method for constrained blackbox optimization problems. One of the optional MADS features i...
BibTeX referenceRobust optimization of noisy blackbox problems using the Mesh Adaptive Direct Search algorithm
Blackbox optimization problems are often contaminated with numerical noise, and direct search methods such as the Mesh Adaptive Direct Search (MADS) algorit...
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The authors investigate the complexity needed in the structure of the scenario trees to maximize energy production in a rolling-horizon framework. Three comp...
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We present a new derivative-free trust-region (DFTR) algorithm to solve general nonlinear constrained problems with the use of an augmented Lagrangian m...
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We study derivative-free constrained optimization problems and propose a trust-region method that builds linear or quadratic models around the best feasible ...
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This paper presents an optimization method to solve the short-term unit commitment and loading problem with uncertain inflows. A scenario tree is built base...
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The subdifferential of a function is a generalization for nonsmooth functions of the concept of gradient. It is frequently used in variational analysis, part...
BibTeX referenceMaximal area of equilateral small polygons
The paper shows that among all equilateral polygons with a given number of sides and the same diameter, the regular polygon has the maximal area.
BibTeX referenceNOMAD User Guide. Version 3.7.2
This document describes the NOMAD software, a C++ implementation of the Mesh Adaptive Direct Search (MADS) algorithm designed for constrained optimization of...
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In prior works, this group demonstrated the feasibility of valid adaptive sequential designs for crossover bioequivalence studies. In this paper, we extend t...
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We study the function returning the sum of the k components of largest magnitude of a vector. We show that if a nonnegative vector x is such that its Eu...
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The Mesh Adaptive Direct Search (MADS) algorithm is designed for blackbox optimization problems subject to general inequality constraints. Currently, MADS do...
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This paper presents a new method for solving the short-term unit commitment and loading problem of a hydropower system. Dynamic programming is used to comput...
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Blackbox optimization deals with situations in which the objective function and constraints are typically computed by launching a time-consuming computer ...
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