Groupe d’études et de recherche en analyse des décisions

G-2009-39

NOMAD: Nonlinear Optimization with the MADS Algorithm

NOMAD is software that implements the MADS algorithm (Mesh Adaptive Direct Search) for black-box optimization under general nonlinear constraints. Black-box optimization is about optimizing functions that are usually given as costly programs with no derivative information and no function values returned for a significant number of calls attempted. NOMAD is designed for such problems and aims for the best possible solution with a small number of evaluations. The objective of this paper is to describe the underlying algorithm, the software's functionalities, and its implementation. In addition it is explained how to get started quickly with NOMAD.

, 24 pages

Ce cahier a été révisé en juin 2010