Journal
ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE
Volume 37, Issue 4, Pages -Publisher
ASSOC COMPUTING MACHINERY
DOI: 10.1145/1916461.1916468
Keywords
Algorithms; Design; Documentation; Optimization software; MADS (Mesh Adaptive Direct Search); constrained optimization; nonlinear optimization; blackbox optimization
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NOMAD is software that implements the Mesh Adaptive Direct Search (MADS) algorithm for blackbox optimization under general nonlinear constraints. Blackbox optimization is about optimizing functions that are usually given as costly programs with no derivative information and no function values returned for a significant number of calls attempted. NOMAD is designed for such problems and aims for the best possible solution with a small number of evaluations. The objective of this article is to describe the underlying algorithm, the software's functionalities, and its implementation.
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