Sébastien Le Digabel

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Cahiers du GERAD

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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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An augmented Lagrangian (AL) can convert a constrained optimization problem into a sequence of simpler (e.g., unconstrained) problems, which are then usual...

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We consider the maximum \(k\)-cut problem that consists in partitioning the vertex set of a graph into \(k\) subsets such that the sum of the weights o...

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This work describes the application of a direct search method to the optimization of problems of real industrial interest, namely three new material scien...

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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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The types of constraints encountered in black-box and simulation-based optimization problems differ significantly from those treated in nonlinear programmin...

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Various constrained problem formulations for the optimization of an electro-thermal wing anti-icing system in both running-wet and evaporative regimes are pr...

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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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Constrained blackbox optimization is a difficult problem, with most approaches coming from the mathematical programming literature. The statistical literatur...

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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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Typical challenges of simulation-based design optimization include unavailable gradients and unreliable approximations thereof, expensive function evaluation...

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This work introduces the use of the treed Gaussian process (TGP) as a surrogate model within the mesh adaptive direct search (MADS) framework for constrain...

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The Mesh Adaptive Direct Search (MADS) class of algorithms is designed for nonsmooth optimization, where the objective function and constraints are typical...

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We present ACRE, an Automatic aspeCt cREator, to use aspect-oriented programming to test multi-platform software programs written in C++. ACRE allows devel...

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We consider derivative-free optimization, and in particular black box optimization, where the functions to minimize and the functions representing the con...

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Accurate measurements of snow water equivalent (SWE) is an important factor in managing water resources for hydroelectric power generation. SWE over a catchm...

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During alloy and process design, it is often desired to identify regions of design or process variables for which certain calculated functions have optimal v...

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The present paper describes the coupling of the Mesh Adaptive Direct Search (MADS) algorithm with the FactSage thermochemical software, which allows to calcu...

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The paper proposes a framework for sensitivity analyses of blackbox constrained optimization problems for which Lagrange multipliers are not available. Two s...

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