当前位置: X-MOL 学术arXiv.cs.MS › 论文详情
Our official English website, www.x-mol.net, welcomes your feedback! (Note: you will need to create a separate account there.)
NOMAD version 4: Nonlinear optimization with the MADS algorithm
arXiv - CS - Mathematical Software Pub Date : 2021-04-23 , DOI: arxiv-2104.11627
Charles Audet, Sébastien Le Digabel, Viviane Rochon Montplaisir, Christophe Tribes

NOMAD is software for optimizing blackbox problems. In continuous development since 2001, it constantly evolved with the integration of new algorithmic features published in scientific publications. These features are motivated by real applications encountered by industrial partners. The latest major release of NOMAD, version 3, dates from 2008. Minor releases are produced as new features are incorporated. The present work describes NOMAD 4, a complete redesign of the previous version, with a new architecture providing more flexible code, added functionalities and reusable code. We introduce algorithmic components, which are building blocks for more complex algorithms, and can initiate other components, launch nested algorithms, or perform specialized tasks. They facilitate the implementation of new ideas, including the MegaSearchPoll component, warm and hot restarts, and a revised version of the PSD-MADS algorithm. Another main improvement of NOMAD 4 is the usage of parallelism, to simultaneously compute multiple blackbox evaluations, and to maximize usage of available cores. Running different algorithms, tuning their parameters, and comparing their performance for optimization is simpler than before, while overall optimization performance is maintained between versions 3 and 4. NOMAD is freely available at www.gerad.ca/nomad and the whole project is visible at github.com/bbopt/nomad.

中文翻译:

NOMAD版本4:使用MADS算法进行非线性优化

NOMAD是用于优化黑箱问题的软件。自2001年以来不断发展,它随着科学出版物中发布的新算法功能的集成而不断发展。这些功能是由工业合作伙伴遇到的实际应用推动的。NOMAD的最新主发行版(版本3)始于2008年。次要发行是在合并了新功能之后产生的。本工作介绍了NOMAD 4,它是对以前版本的完整重新设计,并提供了一种新的体系结构,该体系结构提供了更灵活的代码,增加的功能和可重复使用的代码。我们介绍了算法组件,这些组件是更复杂算法的构建块,并且可以启动其他组件,启动嵌套算法或执行专门的任务。它们有助于实施新想法,包括MegaSearchPoll组件,热启动和热启动,以及PSD-MADS算法的修订版。NOMAD 4的另一个主要改进是并行性的使用,可同时计算多个黑盒评估,并最大程度地利用可用内核。与以前相比,运行不同的算法,调整其参数以及比较其性能以进行优化比以前更简单,而总体优化性能则在版本3和版本4之间保持。NOMAD可从www.gerad.ca/nomad免费获得,并且可以在以下位置查看整个项目: github.com/bbopt/nomad。
更新日期:2021-04-26
down
wechat
bug