Nonlinear Programming by Mesh Adaptive Direct Searches

Abstract

This paper is intended not as a survey, but as an introduction to some ideas behind the class of mesh adaptive direct search (MADS) methods. Space limitations dictate a brief description of various key topics to be provided along with several references, which themselves provide further references. The convergence theory for the methods presented here make a case for closing the gap between nonlinear optimizers and nonsmooth analysts. However these methods are certainly not of purely theoretical interest; they are successful on difficult practical problems. To encourage further use, we give references to available implementations. MADS is implemented in the direct search portion of the MathWorks MATLAB Genetic Algorithm and Direct Search (GADS) Toolbox.

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 2005
Accession Number
ADA444692

Entities

People

  • Charles Audet
  • J.e. Dennis Jr.
  • Mark A. Abramson

Organizations

  • Air Force Institute of Technology

Tags

Communities of Interest

  • C4I
  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Air Force
  • Algorithms
  • Applied Mathematics
  • Chemical Engineering
  • Computational Fluid Dynamics
  • Computer Programming
  • Convergence
  • Dielectrics
  • Engineering
  • Evolutionary Algorithms
  • Materials
  • Mathematical Programming
  • Mathematics
  • Nonlinear Programming
  • Operations Research
  • Optimization
  • Simulations

Readers

  • Database Systems and Applications
  • Operations Research
  • Systems Analysis and Design

Technology Areas

  • AI & ML
  • AI & ML - Machine Learning Algorithms
  • Biotechnology
  • Space
  • Space - Spacecraft Maneuvers