On the performance of the ORTHOMADS algorithm on continuous and mixed-integer optimization problems
Résumé
ORTHOMADS is an instantiation of the Mesh Adaptive Direct Search (MADS) algorithm used in derivative-free and blackbox optimization. We investigate the performance of the variants of ORTHOMADS on the bbob and bbob-mixint, respectively continuous and mixed-integer, testbeds of the COmparing Continuous Optimizers (COCO) platform and compare the considered best variants with heuristic and non-heuristic techniques. The results show a favourable performance of ORTHOMADS on the low-dimensional continuous problems used and advantages on the considered mixed-integer problems. Besides, a generally faster convergence is observed on all types of problems when the search phase of ORTHOMADS is enabled.
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