ORTHOMADS: A Deterministic MADS Instance with Orthogonal Directions

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dc.contributor.authorAbramson, Mark A.en_US
dc.contributor.authorAudet, Charlesen_US
dc.contributor.authorDennis, J.E. Jr.en_US
dc.contributor.authorLe Digabel, Sébastienen_US
dc.date.accessioned2018-06-19T17:13:02Zen_US
dc.date.available2018-06-19T17:13:02Zen_US
dc.date.issued2008-02en_US
dc.date.noteFebruary 2008en_US
dc.description.abstractThe purpose of this paper is to introduce a new way of choosing directions for the Mesh Adaptive Direct Search (MADS) class of algorithms. The advantages of this new OrthoMADS instantiation of MADS are that the polling directions are chosen deterministically, ensuring that the results of a given run are repeatable, and that they are orthogonal to each other, therefore the convex cones of missed directions at each iteration are minimal in size. The convergence results for OrthoMADS follow directly from those already published for MADS, and they hold deterministically, rather than with probability one, as for LTMADS, the first MADS instance. The initial numerical results are quite good for both smooth and nonsmooth, and constrained and unconstrained problems considered here.en_US
dc.format.extent23 ppen_US
dc.identifier.citationAbramson, Mark A., Audet, Charles, Dennis, J.E. Jr., et al.. "ORTHOMADS: A Deterministic MADS Instance with Orthogonal Directions." (2008) <a href="https://hdl.handle.net/1911/102085">https://hdl.handle.net/1911/102085</a>.en_US
dc.identifier.urihttps://hdl.handle.net/1911/102085en_US
dc.language.isoengen_US
dc.titleORTHOMADS: A Deterministic MADS Instance with Orthogonal Directionsen_US
dc.typeTechnical reporten_US
dc.type.dcmiTexten_US
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