Tricks of the trade

NOMAD has default values for all algorithmic parameters. These values represent a compromise between robustness and performance obtained by developers on sets of problems used for benchmarking. But you might want to improve NOMAD performance for your problem by tuning the parameters or use advanced functionalities. The following sections provide tricks that may work for you.

Here are a few suggestions for tuning NOMAD when facing different symptoms. The suggestions can be tested one by one or all together.

Suggestions for tuning NOMAD

Symptom	Suggestion	Ref.
I want to see more display	Increase display degree	DISPLAY_DEGREE
Quantifiable constraints	Try PB EB or combinations	BB_OUTPUT_TYPE
Difficult constraint	Try PB instead of EB	BB_OUTPUT_TYPE
No initial point	Add a LH search	LH Search and X0
Variables of different magnitudes	Change blackbox input scaling	Create blackbox programs
	Change \(\Delta_0\) per variable	INITIAL_MESH_SIZE and INITIAL_FRAME_SIZE
	Tighten bounds	LOWER_BOUND and UPPER_BOUND
Many variables	Fix some variables	FIXED_VARIABLE
	Use PSD-MADS	PSD-Mads
Unsatisfactory solution	Change direction type to 2N or N+1 UNI or N+1 NEG	DIRECTION_TYPE
	Change initial point	LH Search and X0
	Add a LH search	LH Search and X0
	Add a VNS Mads search	VNS Mads Search
	Tighten bounds	LOWER_BOUND and UPPER_BOUND
	Change \(\Delta_0\)	INITIAL_MESH_SIZE and INITIAL_FRAME_SIZE
	Modify seeds that affect algorithms	SEED
	Disable quadratic models	set QUAD_MODEL_SEARCH no
	Unable SGTELIB models	set SGTELIB_MODEL_SEARCH yes
	Disable opportunistic evaluations	set EVAL_OPPORTUNISTIC no
	Disable anisotropic mesh	set ANISOTROPIC_MESH no
	Change anisotropy factor	set ANISOTROPY_FACTOR 0.05
Improvements get negligible	Change stopping criteria	Type nomad -h stop
	Disable quadratic models	set QUAD_MODEL_SEARCH no
It takes long to improve \(f\)	Decrease \(\Delta_0\)	INITIAL_MESH_SIZE and INITIAL_FRAME_SIZE
Optimization is time consuming	Perform parallel blackbox evaluations	Blackbox evaluation of a block of trial points and Parallel evaluations
Blackbox is not that expensive	Setup maximum wall-clock time	remove MAX_BB_EVAL and set MAX_TIME
	Add a LH search	LH Search and X0
	Add a VNS Mads search	VNS Mads Search