New Meta Algorithms for Engineering Design Using Surrogate Functions

Abstract

We have recently made an important breakthrough in both the theory and the practice of derivative-free methods. Our new research eliminates the main limitation of the Generalized Pattern Search (GPS) class of algorithms, which formed the algorithmic infrastructure for our past work. Our new work addressed the issue that the OPS algorithm class relies heavily on a fixed finite set of directions, and that the convergence results are heavily tied to these directions. We found a way to lift these restrictions, and now we allow the algorithm to explore in a set of directions which is dense in the entire space. We call this the Mesh Adaptive Direct Search (MADS) class of algorithm, and it generalizes GPS. we observed significant improvements on some interesting problems.

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Document Details

Document Type
Technical Report
Publication Date
Apr 01, 2005
Accession Number
ADA433179

Entities

People

  • John E. Dennis Jr.

Organizations

  • Rice University

Tags

Communities of Interest

  • Air Platforms
  • Ground and Sea Platforms
  • Human Systems

DTIC Thesaurus Topics

  • Aircrafts
  • Algorithms
  • Applied Mathematics
  • Commercial Aircraft
  • Contracts
  • Convergence
  • Engineering
  • Industrial Engineering
  • Mathematical Programming
  • Mathematics
  • Mechanical Engineering
  • Military Operations
  • Nonlinear Programming
  • Operations Research
  • Optimization
  • Students
  • Systems Engineering

Fields of Study

  • Computer science

Readers

  • Computational Modeling and Simulation
  • Military Science and Technology Research and Modernization.
  • Operations Research

Technology Areas

  • Space