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Constrained blackbox optimization with the NOMAD solver on the COCO constrained test suite

Published: 19 July 2022 Publication History

Abstract

The context of this work is constrained blackbox optimization. It describes the mesh adaptive direct search (MADS) derivative-free optimization algorithm using the progressive barrier strategy to handle quantifiable and relaxable constraints. Through its implementation in the NOMAD solver, MADS is tested on the new bbob-constrained suite of analytical constrained problems from the COCO platform, and compared with the CMA-ES heuristic. Computational tests are illustrated with the postprocessing graphs from the COCO platform, as well as with data profiles, an established tool in the derivative-free optimization community, adapted here for the constrained case. The results illustrate that researchers must be very careful with the use of these tools, which are complementary and should ideally be used together. Their many variations may show different outcomes, and hence many graphs are necessary in order to provide the best overall view.

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Cited By

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  • (2022)Analysis of heat transmission in convective, radiative and moving rod with thermal conductivity using meta-heuristic-driven soft computing techniqueStructural and Multidisciplinary Optimization10.1007/s00158-022-03414-765:11Online publication date: 1-Nov-2022

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cover image ACM Conferences
GECCO '22: Proceedings of the Genetic and Evolutionary Computation Conference Companion
July 2022
2395 pages
ISBN:9781450392686
DOI:10.1145/3520304
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Publication History

Published: 19 July 2022

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Author Tags

  1. COCO
  2. NOMAD
  3. blackbox optimization
  4. constrained optimization
  5. derivative-free optimization

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  • NSERC

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View all
  • (2022)Analysis of heat transmission in convective, radiative and moving rod with thermal conductivity using meta-heuristic-driven soft computing techniqueStructural and Multidisciplinary Optimization10.1007/s00158-022-03414-765:11Online publication date: 1-Nov-2022

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