NOMAD - A Blackbox Optimization Software
NOMAD is a C++ implementation of the Mesh Adaptive Direct Search algorithm (MADS), designed for difficult blackbox optimization problems. These problems occur when the functions defining the objective and constraints are the result of costly computer simulations.
Charles Audet talks about blackbox optimization
Features
- Blackbox, nonsmooth optimization
- Nonlinear constrained optimization
- Single or biobjective problems
- Derivative-free optimization
- Continuous, integer & categorical variables
- MADS algorithm
- Matlab and Python interfaces
- Parallelism with MPI
- LGPL license
- Designed for real problems
Support
Comments, feedback and bug reports: nomad@gerad.ca
Version history
| 2024-01 | 4.4.0 | DiscoMads for managing hidden constraints and handlind discontinuities |
| 2022-12 | 4.3.1 | DMulti-Mads for optimization problems |
| 2022-02 | 4.2.0 | Poll direction ORTHO N+1 QUAD, Java-Swig interface |
| 2021-07 | 4.1.0 | VNS Search, static surrogate, poll direction ORTHO N+1 NEG, Windows |
| 2021-04 | 4.0.2 | New architecture |
| 2018-06 | 3.9 | Nelder-Mead search |
| 2015-08 | 3.8 | Granular variables, surrogate library, robust optimization, Python interface |
| 2015-03 | 3.7 | Anisotropic scaling, shared object libraries, performance improvements |
| 2014-09 | 3.6 | Matlab interface, evaluations in blocks |
Industrial partners and funding agencies
How to cite NOMAD [bibtex]
- [Version 4] C. Audet, S. Le Digabel, V. Rochon Montplaisir and C. Tribes. NOMAD version 4: Nonlinear optimization with the MADS algorithm. ACM Transactions on Mathematical Software, 48(3), 35:1-35:22, 2022.
- [Version 3] S. Le Digabel. Algorithm 909: NOMAD: Nonlinear Optimization with the MADS algorithm. ACM Transactions on Mathematical Software, 37(4):44:1–44:15, 2011.
- [Website] C. Audet, S. Le Digabel, C. Tribes and V. Rochon Montplaisir. The NOMAD project. Software available at https://www.gerad.ca/nomad.
References for the theory and algorithms [bibtex]
- C. Audet and J. E. Dennis, Jr. Mesh adaptive direct search algorithms for constrained optimization. SIAM Journal on Optimization, 17(1):188–217, 2006.
- C. Audet and W. Hare. Derivative-Free and Blackbox Optimization. Springer Series in Operations Research and Financial Engineering, Springer International Publishing, 302 pages, December 2017.