Globalization strategies for Mesh Adaptive Direct Search
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- Audet, C., Dennis, J.E. & Le Digabel, S. Comput Optim Appl (2010) 46: 193. doi:10.1007/s10589-009-9266-1
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The class of Mesh Adaptive Direct Search (Mads) algorithms is designed for the optimization of constrained black-box problems. The purpose of this paper is to compare instantiations of Mads under different strategies to handle constraints. Intensive numerical tests are conducted from feasible and/or infeasible starting points on three real engineering applications.
The three instantiations are Gps, LTMads and OrthoMads. Constraints are handled by the extreme barrier, the progressive barrier, or by a mixture of both. The applications are the optimization of a styrene production process, a MDO mechanical engineering problem, and a well positioning problem, and the codes are publicly available.