Charles Audet

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We introduce the OPAL framework in which the identification of good algorithmic parameters is interpreted as a black box optimization problem whose variables...

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Recent advances in coupling novel optimization methods to large-scale computing problems have opened the door to tackling a diverse set of physically realist...

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Relationships between the diameter of a set of <i>n</i> points in the plane at mutual distance at least one, the diameter of an equilateral <i>n</i>-gon and ...

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This work analyzes constrained black box optimization in which the functions defining the problem are periodic with respect to some or all the variables. We ...

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This work studies multi-objective optimization <i>(MOP)</i> of nonsmooth functions subject to general constraints. We first present definitions and optimalit...

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A recent paper of Tuy and Hoai-Phuong published in <i>JOGO</i> (2007) 37:557--569 observes that there are errors in the reformulation of a signomial geometr...

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<p>The class of Mesh Adaptive Direct Search (MADS) algorithms is designed for the optimization of constrained black-box problems. The purpose of this paper i...

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A polygon is said to be <i>simple</i> if the only points of the plane belonging to two of its edges are its vertices. We answer the question of finding, ...

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The hexagon and heptagon with unit diameter and maximum sum of Euclidean distances between vertices are determined by enumerating diameter configurations, an...

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The purpose of this paper is to introduce a new way of choosing directions for the Mesh Adaptive Direct Search (MADS) class of algorithms. The advantages of...

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We propose a new approach to solve the multi-objective portfolio selection problem in the presence of skewness. The selection of efficient portfolios require...

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In previous work, bimatrix games were expressed as parametric linear mixed 0-1 programs and the <img src="/cgi-bin/mimetex.cgi?{\rm E}_\chi">MIP algorithm w...

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Consider a convex polygon <i>V<sub>n</sub></i> with <i>n</i> sides, perimeter <i>P<sub>n</sub></i>, diameter <i>D<sub>n</sub></i>, area <i>A<sub>n</sub></i>...

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This paper describes a Parallel Space Decomposition (PSD) technique for the Mesh Adaptive Direct Search (MADS) algorithm. MADS extends Generalized Pattern ...

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In previous work, the generalized pattern search (GPS) algorithm for linearly constrained (continuous) optimization was extended to mixed variable problems...

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We propose a new algorithm for general constrained derivative-free optimization. As in most methods, constraint violations are aggregated into a single con...

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This paper proposes a way to combine the Mesh Adaptive Direct Search (MADS) algorithm, which extends the Generalized Pattern Search (GPS) algorithm, with th...

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We consider the problem of separating two sets of points in an n-dimensional real space with a (hyper)plane that minimizes the sum of <i>L</i><sub>2</sub>-n...

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This work deals with bound constrained multiobjective optimization (<i>MOP</i>) of nonsmooth functions for problems in which the structure of the objective ...

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This paper presents two new results on the enumeration of all extreme equilibria of the sequence form of a two person extensive game. The sequential form of...

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