G-2008-74
Globalization Strategies for Mesh Adaptive Direct Search
Charles Audet, John E. Dennis, Jr. et Sébastien Le Digabel
The class of Mesh Adaptive Direct Search (MADS) algorithms is designed for the optimization of constrained black-box problems. The purpose of this paper is to compare instantiations of MADS under different strategies to handle constraints. Intensive numerical tests are conducted from feasible and/or infeasible starting points on three real engineering applications.
The three instantiations are GPS, LTMADS, and ORTHOMADS. Constraints are handled by the extreme barrier, the progressive barrier, or by a mixture of both. The applications are the optimization of a styrene production process, a MDO mechanical engineering problem, and a well positioning problem, and the codes are publicly available.
Paru en novembre 2008 , 30 pages