Trade-off studies in blackbox optimization

References

• M.A. Abramson, C. Audet, G. Couture, J.E. Dennis Jr., and S. Le Digabel, The NOMAD project; software available at http://www.gerad.ca/nomad
   Google Scholar
• Abramson , M. A. , Audet , C. , Dennis , J. E. Jr. and Le Digabel , S. 2009 . OrthoMADS: A deterministic MADS instance with orthogonal directions . SIAM J. Optim. , 20 ( 2 ) : 948 – 966 .
   Web of Science ®Google Scholar
• Audet , C. , Béchard , V. and Chaouki , J. 2007 . Spent potliner treatment process optimization using a MADS algorithm . Optim. Eng. , 9 ( 2 ) : 143 – 160 .
   Web of Science ®Google Scholar
• Audet , C. , Béchard , V. and Le Digabel , S. 2008 . Nonsmooth optimization through mesh adaptive direct search and variable neighborhood search . J. Global Optim. , 41 ( 2 ) : 299 – 318 .
   Web of Science ®Google Scholar
• Audet , C. and Dennis , J. E. Jr. 2004 . A pattern search filter method for nonlinear programming without derivatives . SIAM J. Optim. , 14 ( 4 ) : 980 – 1010 .
   Web of Science ®Google Scholar
• Audet , C. and Dennis , J. E. Jr. 2006 . Mesh adaptive direct search algorithms for constrained optimization . SIAM J. Optim. , 17 ( 1 ) : 188 – 217 .
   Web of Science ®Google Scholar
• Audet , C. and Dennis , J. E. Jr. 2009 . A progressive barrier for derivative-free nonlinear programming . SIAM J. Optim. , 20 ( 4 ) : 445 – 472 .
   Web of Science ®Google Scholar
• Audet , C. , Dennis , J. E. Jr. and Le Digabel , S. 2010 . Globalization strategies for mesh adaptive direct search . Comput. Optim. Appl. , 46 ( 2 ) : 193 – 215 .
   Web of Science ®Google Scholar
• Audet , C. , Savard , G. and Zghal , W. 2008 . Multiobjective optimization through a series of single-objective formulations . SIAM J. Optim. , 19 ( 1 ) : 188 – 210 .
   Web of Science ®Google Scholar
• Audet , C. , Savard , G. and Zghal , W. 2010 . A mesh adaptive direct search algorithm for multiobjective optimization . Eur. J. Oper. Res. , 204 ( 3 ) : 545 – 556 .
   Web of Science ®Google Scholar
• Booker , A. J. , Dennis , J. E. Jr. , Frank , P. D. , Serafini , D. B. , Torczon , V. and Trosset , M. W. 1999 . A rigorous framework for optimization of expensive functions by surrogates . Struct. Optim. , 17 ( 1 ) : 1 – 13 .
   Google Scholar
• Choi , T. D. and Kelley , C. T. 2000 . Superlinear convergence and implicit filtering . SIAM J. Optim. , 10 ( 4 ) : 1149 – 1162 .
   Web of Science ®Google Scholar
• Conn , A. R. , Scheinberg , K. and Vicente , L. N. 2009 . Introduction to Derivative-Free Optimization , Philadelphia : SIAM . MPS/SIAM Book Series on Optimization
   Google Scholar
• Custódio , A. L. , Madeira , J. F.A. , Vaz , A. I.F. and Vicente , L. N. 2010 . “ Direct multisearch for multiobjective optimization ” . Department of Mathematics, University of Coimbra . Technical Report Preprint 10-18 Paper available at http://www.mat.uc.pt/ lnv/papers/dms.pdf
   Google Scholar
• Diniz-Ehrhardt , M. A. , Martinez , J. M. and Pedroso , L. G. 2011 . Derivative-free methods for nonlinear programming with general lower-level constraints . J. Comput. Appl. Math , 30 : 19 – 52 .
   Web of Science ®Google Scholar
• Fletcher , R. , Gould , N. I.M. , Leyffer , S. , Toint , Ph. L. and Wächter , A. 2002 . On the global convergence of trust-region SQP-filter algorithms for general nonlinear programming . SIAM J. Optim. , 13 ( 3 ) : 635 – 659 .
   Web of Science ®Google Scholar
• Fletcher , R. and Leyffer , S. 2002 . Nonlinear programming without a penalty function . Math. Program., Ser. A , 91 : 239 – 269 .
   Web of Science ®Google Scholar
• Keane , A. J. and Nair , P. 2005 . Computational Approaches for Aerospace Design: The Pursuit of Excellence , New York : John Wiley & Sons .
   Google Scholar
• Le Digabel , S. 2011 . Algorithm 909: NOMAD: Nonlinear optimization with the MADS algorithm . ACM Trans. Math. Softw. , 37 ( 4 ) : 44:1 – 44:15 .
   Web of Science ®Google Scholar
• Lewis , R. M. and Torczon , V. 2002 . A globally convergent augmented Lagrangian pattern search algorithm for optimization with general constraints and simple bounds . SIAM J. Optim. , 12 ( 4 ) : 1075 – 1089 .
   Web of Science ®Google Scholar
• Nocedal , J. and Wright , S. J. 2006 . Numerical Optimization , 2 , Springer Series in Operations Research and Financial Engineering Berlin : Springer-Verlag .
   Google Scholar
• Tang , B. 1993 . Orthogonal array-based Latin hypercubes . J. Amer. Statist. Assoc. , 88 ( 424 ) : 1392 – 1397 .
   Web of Science ®Google Scholar