Blackbox optimization problems are often contaminated with numerical noise, and direct search methods such as the Mesh Adaptive Direct Search (MADS) algorit...

The authors investigate the complexity needed in the structure of the scenario trees to maximize energy production in a rolling-horizon framework. Three comp...

We present a new derivative-free trust-region (DFTR) algorithm to solve general nonlinear constrained problems with the use of an augmented Lagrangian m...

We study derivative-free constrained optimization problems and propose a trust-region method that builds linear or quadratic models around the best feasible ...

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...

The subdifferential of a function is a generalization for nonsmooth functions of the concept of gradient. It is frequently used in variational analysis, part...

The paper shows that among all equilateral polygons with a given number of sides and the same diameter, the regular polygon has the maximal area.

This document describes the NOMAD software, a C++ implementation of the Mesh Adaptive Direct Search (MADS) algorithm designed for constrained optimization of...

In prior works, this group demonstrated the feasibility of valid adaptive sequential designs for crossover bioequivalence studies. In this paper, we extend t...

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...

The Mesh Adaptive Direct Search (MADS) algorithm is designed for blackbox optimization problems subject to general inequality constraints. Currently, MADS do...

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...

Blackbox optimization deals with situations in which the objective function and constraints are typically computed by launching a time-consuming computer ...

The Mesh Adaptive Direct Search algorithm (MADS) algorithm is designed for nonsmooth blackbox optimization problems in which the evaluation of the funct...

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 ...

Blackbox optimization typically arises when the functions defining the objective and constraints of an optimization problem are computed through a computer...

The Mesh Adaptive Direct Search (MADS) class of algorithms is designed for nonsmooth optimization, where the objective function and constraints are typical...

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...

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...

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...