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dc.contributor.authorAbramson, Mark A.
Audet, Charles
Dennis, J.E. Jr.
Le Digabel, Sébastien
dc.date.accessioned 2018-06-19T17:13:02Z
dc.date.available 2018-06-19T17:13:02Z
dc.date.issued 2008-02
dc.identifier.citation Abramson, Mark A., Audet, Charles, Dennis, J.E. Jr., et al.. "ORTHOMADS: A Deterministic MADS Instance with Orthogonal Directions." (2008) https://hdl.handle.net/1911/102085.
dc.identifier.urihttps://hdl.handle.net/1911/102085
dc.description.abstract The purpose of this paper is to introduce a new way of choosing directions for the Mesh Adaptive Direct Search (MADS) class of algorithms. The advantages of this new OrthoMADS instantiation of MADS are that the polling directions are chosen deterministically, ensuring that the results of a given run are repeatable, and that they are orthogonal to each other, therefore the convex cones of missed directions at each iteration are minimal in size. The convergence results for OrthoMADS follow directly from those already published for MADS, and they hold deterministically, rather than with probability one, as for LTMADS, the first MADS instance. The initial numerical results are quite good for both smooth and nonsmooth, and constrained and unconstrained problems considered here.
dc.format.extent 23 pp
dc.title ORTHOMADS: A Deterministic MADS Instance with Orthogonal Directions
dc.type Technical report
dc.date.note February 2008
dc.type.dcmi Text


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