Mesh Adaptive Direct Search Algorithms for Constrained Optimization

Abstract

This paper introduces the Mesh Adaptive Direct Search (MADS) class of algorithms for nonlinear optimization. MADS extends the Generalized Pattern Search (GPS) class by allowing local exploration, called polling, in a dense set of directions in the space of optimization variables. This means that under certain hypotheses, including a weak constraint… (More)
DOI: 10.1137/040603371

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