Release notes and future developments

NOMAD 4 is a complete redesign compared with NOMAD 3, with a new architecture providing more flexible code, some added functionalities and reusable code.

Some functionalities available in NOMAD 3 will be included in NOMAD 4 in future releases:

- RobustMads [AudIhaLedTrib2016] and StoMads [G-2019-30]

- Categorical [AuDe01a] and periodical variables [AuLe2012]

The performance of NOMAD 4 and 3 are similar when the default parameters of NOMAD 3 are used (see [AuLeRoTr2021]).

References

[AudIhaLedTrib2016]

3. Audet, A. Ihaddadene, S. Le Digabel, and C. Tribes. 2018. Robust optimization of noisy blackbox problems using the Mesh Adaptive Direct Search algorithm. Optimization Letters 12, 4 (2018), 675–689

[G-2019-30]

3. Audet, K.J. Dzahini, M. Kokkolaras, and S. Le Digabel. 2021.Stochastic mesh adaptive direct search for blackbox optimization using probabilistic estimates. Technical Report G-2019-30. Les cahiers du GERAD. To appear in Computational Optimization and Applications.

[AuDe01a]

3. Audet and J.E. Dennis, Jr. 2001. Pattern Search Algorithms for Mixed Variable Programming. SIAM Journal on Optimization 11, 3 (2001), 573–594.

[AuLe2012]

3. Audet and S. Le Digabel. 2012. The mesh adaptive direct search algorithm for periodic variables. Pacific Journal of Optimization 8, 1 (2012),103–119