Charles Audet
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127 results — page 5 of 7
We propose a new approach to solve the multi-objective portfolio selection problem in the presence of skewness. The selection of efficient portfolios require...
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In previous work, bimatrix games were expressed as parametric linear mixed 0-1 programs and the <img src="/cgi-bin/mimetex.cgi?{\rm E}_\chi">MIP algorithm w...
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Consider a convex polygon <i>V<sub>n</sub></i> with <i>n</i> sides, perimeter <i>P<sub>n</sub></i>, diameter <i>D<sub>n</sub></i>, area <i>A<sub>n</sub></i>...
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This paper describes a Parallel Space Decomposition (PSD) technique for the Mesh Adaptive Direct Search (MADS) algorithm. MADS extends Generalized Pattern ...
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In previous work, the generalized pattern search (GPS) algorithm for linearly constrained (continuous) optimization was extended to mixed variable problems...
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We propose a new algorithm for general constrained derivative-free optimization. As in most methods, constraint violations are aggregated into a single con...
BibTeX referenceNonsmooth Optimization through Mesh Adaptive Direct Search and Variable Neighborhood Search
This paper proposes a way to combine the Mesh Adaptive Direct Search (MADS) algorithm, which extends the Generalized Pattern Search (GPS) algorithm, with th...
BibTeX referenceExact L2-Norm Plane Separation
We consider the problem of separating two sets of points in an n-dimensional real space with a (hyper)plane that minimizes the sum of <i>L</i><sub>2</sub>-n...
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This work deals with bound constrained multiobjective optimization (<i>MOP</i>) of nonsmooth functions for problems in which the structure of the objective ...
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This paper presents two new results on the enumeration of all extreme equilibria of the sequence form of a two person extensive game. The sequential form of...
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In this paper, the general problem of chemical process optimization defined by a computer simulation is formulated. It is generally a nonlinear, non-convex,...
BibTeX referenceIsoperimetric Polygons of Maximal Width
The value <img src="/cgi-bin/mimetex.cgi?\frac{1}{2n} \cot\left( \frac{\pi}{2n}\right)"> is shown to be an upper bound on the width of any <i>n</i>-sided p...
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From the pentagon onwards, the area of the regular convex polygon with <i>n</i> sides and unit diameter is greater for each odd number <i>n</i> than for the...
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In [<i>SIAM J. Optim.</i>, 17 (2006), pp. 188–217] Audet and Dennis proposed the class of <i>mesh adaptive direct search algorithms</i> (MADS) for minimizat...
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This work shows how disjunctive cuts can be generated for a bilevel linear programming problem (<i>BLP</i>) with continuous variables. First, a brief summar...
BibTeX referenceExtremal Problems for Convex Polygons
Consider a convex polygon <i>V<sub>n</sub></i> with <i>n</i> sides, perimeter <i>P<sub>n</sub></i>, diameter <i>D<sub>n</sub></i>, area <i>A<sub>n</sub></i>,...
BibTeX referenceQuatre Petits Octogones
Quel octogone de diamère unité (ou petit octogone) possède la plus grande surface ou le plus grand périmètre? Serait-ce l'octogone régulier? Eh! non, il n'en...
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This paper is intended not as a survey, but as an introduction to some ideas behind the class of mesh adaptive direct search (MADS) methods. Space limitatio...
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An alternative definition of the linear bilevel programming problem <i>BLP</i> has recently been proposed by Lu, Shi, and Zhang. This note shows that the pr...
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A previous analysis of second-order behavior of pattern search algorithms for unconstrained and linearly constrained minimization is extended to the more gen...
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