Charles Audet
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Robust optimization of noisy blackbox problems using the Mesh Adaptive Direct Search algorithm
Les problèmes d'optimisation de boîtes noires sont souvent contaminés par du bruit numérique, et les méthodes de recherche directe telles que l'algorithme de...
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The authors investigate the complexity needed in the structure of the scenario trees to maximize energy production in a rolling-horizon framework. Three comp...
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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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This paper presents an optimization method to solve the short-term unit commitment and loading problem with uncertain inflows. A scenario tree is built base...
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The subdifferential of a function is a generalization for nonsmooth functions of the concept of gradient. It is frequently used in variational analysis, part...
référence BibTeXMaximal area of equilateral small polygons
Ce travail montre que parmi tous les polygones équilatéraux convexes avec le même nombre de côtés et le même diamètre, le polygone régulier possède l'aire ma...
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Ce document décrit le logiciel NOMAD, une implémentation C++ de l'algorithme de recherche directe sur treillis adaptifs (Mads) pour l'optimisation sous cont...
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In prior works, this group demonstrated the feasibility of valid adaptive sequential designs for crossover bioequivalence studies. In this paper, we extend t...
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We study the function returning the sum of the k components of largest magnitude of a vector. We show that if a nonnegative vector x is such that its Eu...
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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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This paper presents a new method for solving the short-term unit commitment and loading problem of a hydropower system. Dynamic programming is used to comput...
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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 ...
référence BibTeXA Variance-Based Method to Rank Input Variables of the Mesh Adaptive Direct Search Algorithm
The Mesh Adaptive Direct Search algorithm (MADS) algorithm is designed for nonsmooth blackbox optimization problems in which the evaluation of the funct...
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Consider a scale that accepts three marbles of different weights. The scale only ranks the marbles, by indicating the heaviest, the lightest and the middle ...
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Blackbox optimization typically arises when the functions defining the objective and constraints of an optimization problem are computed through a computer...
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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...
référence BibTeXThe Small Octagons of Maximal Width
The paper answers an open problem introduced by Bezdek and Fodor in 2000. The width of any unit-diameter octagon is shown to be less than or equal to `(\fra...
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This paper presents a framework to determine optimal maintenance planning of a fleet of complex and independent systems. They are made up of several major co...
référence BibTeXOptimization of Algorithms with OPAL
OPAL is a general-purpose system for modeling and solving algorithm optimization problems. OPAL takes an algorithm as input, and as output it suggests para...
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