We introduce an iterative method named GPMR for solving 2X2 block unsymmetric linear systems. GPMR is based on a new process that reduces simultaneously...

This paper presents an efficient method for extracting the second-order sensitivities from a system of implicit nonlinear equations. We design a custom aut...

Pour un graphe simple et connexe $G$, soient $D(G), ~Tr(G)$, $D^{L}(G)=Tr(G)-D(G)$, et $D^{Q}(G)=Tr(G)+D(G)$ la matrice des distances, la mat...

In this paper, we consider both first- and second-order techniques to address continuous optimization problems arising in machine learning. In the first-orde...

This work is in the context of blackbox optimization where the functions defining the problem are expensive to evaluate and where no derivatives are availabl...

The goal of the Encyclopedia of Optimization is to introduce the reader to a complete set of topics that sh...

The Quadratic Knapsack Problem (QKP) is a well-known combinatorial optimization problem which amounts to maximizing a quadratic function of binary variables,...

NOMAD is software for optimizing blackbox problems. In continuous development since 2001, it constantly evolved with the integration of new algorithmic...

We introduce iterative methods named TriCG and TriMR for solving symmetric quasi-definite systems based on the orthogonal tridiagonalization process proposed...

L'algorithme NCL est conçu pour les problèmes d'optimisation lisse dont les dérivées premières et secondes sont disponibles, y compris les problèmes dont ...

We consider computationally expensive blackbox optimization problems and present a method that employs surrogate models and concurrent computing at the searc...

This work introduces the StoMADS-PB algorithm for constrained stochastic blackbox optimization, which is an extension of the mesh adaptive direct-search (MAD...

This paper proposes a way to combine the Mesh Adaptive Direct Search (MADS) algorithm with the Cross-Entropy (CE) method for non smooth constrained optimizat...

Le Neuvième atelier de résolution de problèmes industriels de Montréal, qui eut lieu du 19 au 23 août 2019, fut organisé conjointement par le CRM et l'Instit...

We propose a new stochastic variance-reduced damped L-BFGS algorithm, where we leverage estimates of bounds on the largest and smallest eigenvalues of the He...

This work reviews blackbox optimization applications over the last twenty years, addressed using direct search optimization methods. Emphasis is placed on...

The design of key nonlinear systems often requires the use of expensive blackbox simulations presenting inherent discontinuities whose positions in the varia...

We consider the iterative solution of regularized saddle-point systems. When the leading block is symmetric and positive semi-definite on an appropriate sub...

Nous développons des bornes sur les valeurs propres d’une nouvelle formulation des équations de Newton dans les méthodes de points intérieurs pour l’optimisa...

In derivative-free and blackbox optimization, the objective function is often evaluated through the execution of a computer program seen as a blackbox. It ...