Globalization strategies for Mesh Adaptive Direct Search

被引：57

作者：

Audet, Charles ^{[2
,3
]}

Dennis, J. E., Jr. ^{[1
]}

Le Digabel, Sebastien ^{[2
,3
]}

机构：

[1] Rice Univ, Computat & Appl Math Dept, Houston, TX 77005 USA

[2] Ecole Polytech, GERAD, Montreal, PQ H3C 3A7, Canada

[3] Ecole Polytech, Dept Math & Genie Ind, Montreal, PQ H3C 3A7, Canada

来源：

COMPUTATIONAL OPTIMIZATION AND APPLICATIONS | 2010年 / 46卷 / 02期

关键词：

Mesh Adaptive Direct Search algorithms (MADS); Black-box optimization; Constrained optimization; Nonlinear programming; Optimization test problems; OPTIMIZATION; CONVERGENCE; ALGORITHMS;

D O I：

10.1007/s10589-009-9266-1

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

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.

引用

页码：193 / 215

页数：23

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