# Engineering (engineering design, digital design)

Back## Cahiers du GERAD

### 212 results — page 3 of 11

In blackbox optimization, evaluation of the objective and constraint functions is time consuming. In some situations, constraint values may be evaluated in...

BibTeX referenceA derivative-free approach to optimal control problems with a piecewise constant Mayer cost function

A piecewise constant Mayer cost function is used to model optimal control problems in which the state space is partitioned into several regions, each having ...

BibTeX reference

We introduce an iterative method named GPMR for solving 2X2 block unsymmetric linear systems. GPMR is based on a new process that reduces simultaneously...

BibTeX reference

This paper presents an efficient method for extracting the second-order sensitivities from a system of implicit nonlinear equations. We design a custom aut...

BibTeX reference

For a simple connected graph `\(G\)`

, let `\(D(G), ~Tr(G)\)`

, `\(D^{L}(G)=Tr(G)-D(G)\)`

, and `\(D^{Q}(G)=Tr(G)+D(G)\)`

be the distance matrix, the diagonal m...

In this paper, we consider both first- and second-order techniques to address continuous optimization problems arising in machine learning. In the first-orde...

BibTeX reference

This work is in the context of blackbox optimization where the functions defining the problem are expensive to evaluate and where no derivatives are availabl...

BibTeX referenceBlackbox optimization

The goal of the Encyclopedia of Optimization is to introduce the reader to a complete set of topics that sh...

BibTeX reference

The Quadratic Knapsack Problem (QKP) is a well-known combinatorial optimization problem which amounts to maximizing a quadratic function of binary variables,...

BibTeX reference

NOMAD is software for optimizing blackbox problems. In continuous development since 2001, it constantly evolved with the integration of new algorithmic...

BibTeX reference

We introduce iterative methods named TriCG and TriMR for solving symmetric quasi-definite systems based on the orthogonal tridiagonalization process proposed...

BibTeX reference

```
Algorithm NCL is designed for general smooth optimization problems
where first and second derivatives are available,
including problems whose constrai...
```

BibTeX reference
RipQP: A multi-precision regularized predictor-corrector method for convex quadratic optimization

We describe a Julia implementation of Mehrotra's predictor-corrector method for convex quadratic optimization that is entirely open source and generic in tha...

BibTeX reference

We consider computationally expensive blackbox optimization problems and present a method that employs surrogate models and concurrent computing at the searc...

BibTeX referenceConstrained stochastic blackbox optimization using a progressive barrier and probabilistic estimates

This work introduces the StoMADS-PB algorithm for constrained stochastic blackbox optimization, which is an extension of the mesh adaptive direct-search (MAD...

BibTeX reference

This paper proposes a way to combine the Mesh Adaptive Direct Search (MADS) algorithm with the Cross-Entropy (CE) method for non smooth constrained optimizat...

BibTeX reference

The Ninth Montreal IPSW took place on August 19-23, 2019, and was jointly organized by the CRM and IVADO (Institute for Data Valorization). The workshop welc...

BibTeX reference

We propose a new stochastic variance-reduced damped L-BFGS algorithm, where we leverage estimates of bounds on the largest and smallest eigenvalues of the He...

BibTeX reference

This work reviews blackbox optimization applications over the last twenty years, addressed using direct search optimization methods. Emphasis is placed on...

BibTeX reference

The design of key nonlinear systems often requires the use of expensive blackbox simulations presenting inherent discontinuities whose positions in the varia...

BibTeX reference