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:
BiMads [AuSaZg2008a]
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 4 are used (see [AuLeRoTr2021]).
References
- AuSaZg2008a
Audet, G. Savard, and W. Zghal. 2008. Multiobjective Optimization Through a Series of Single-Objective Formulations. SIAM Journal onOptimization 19, 1 (2008), 188–210
- AudIhaLedTrib2016
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
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
Audet and J.E. Dennis, Jr. 2001. Pattern Search Algorithms for Mixed Variable Programming. SIAM Journal on Optimization 11, 3 (2001), 573–594.
- AuLe2012
Audet and S. Le Digabel. 2012. The mesh adaptive direct search algorithm for periodic variables. Pacific Journal of Optimization 8, 1 (2012),103–119