Charles Audet

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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...

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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 ...

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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...

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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...

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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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