ORTHOMADS: A Deterministic MADS Instance with Orthogonal Directions

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dc.contributor.authorAbramson, Mark A.
dc.contributor.authorAudet, Charles
dc.contributor.authorDennis, J.E. Jr.
dc.contributor.authorLe Digabel, Sébastien
dc.date.accessioned2018-06-19T17:13:02Z
dc.date.available2018-06-19T17:13:02Z
dc.date.issued2008-02
dc.date.noteFebruary 2008
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.
dc.format.extent23 pp
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>.
dc.identifier.urihttps://hdl.handle.net/1911/102085
dc.language.isoeng
dc.titleORTHOMADS: A Deterministic MADS Instance with Orthogonal Directions
dc.typeTechnical report
dc.type.dcmiText
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