Computational Optimization and Applications

, Volume 46, Issue 2, pp 193–215 | Cite as

Globalization strategies for Mesh Adaptive Direct Search

  • Charles Audet
  • J. E. DennisJr.
  • Sébastien Le Digabel
Article

Abstract

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.

Keywords

Mesh Adaptive Direct Search algorithms (MadsBlack-box optimization Constrained optimization Nonlinear programming Optimization test problems 

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Copyright information

© Springer Science+Business Media, LLC 2009

Authors and Affiliations

  • Charles Audet
    • 1
  • J. E. DennisJr.
    • 2
  • Sébastien Le Digabel
    • 1
  1. 1.GERAD and Département de mathématiques et de génie industrielÉcole Polytechnique de MontréalMontréalCanada
  2. 2.Computational and Applied Mathematics DepartmentRice UniversityHoustonUSA

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