On the performance of the ORTHOMADS algorithm on continuous and mixed-integer optimization problems - Archive ouverte HAL
Communication Dans Un Congrès Année : 2021

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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Dates et versions

hal-03589763 , version 1 (05-02-2024)

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Marie-Ange Dahito, Laurent Genest, José Neto, Alessandro Maddaloni. On the performance of the ORTHOMADS algorithm on continuous and mixed-integer optimization problems. OL2A 2021: 1st international conference on Optimization, Learning Algorithms and Applications, Jul 2021, Bragança, Portugal. pp.31-47, ⟨10.1007/978-3-030-91885-9_3⟩. ⟨hal-03589763⟩
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