On the Performance of the ORTHOMADS Algorithm on Continuous and Mixed-Integer Optimization Problems

Marie Ange Dahito; Laurent Genest; Alessandro Maddaloni; José Neto

doi:10.1007/978-3-030-91885-9_3

On the Performance of the ORTHOMADS Algorithm on Continuous and Mixed-Integer Optimization Problems

Marie Ange Dahito
, Laurent Genest
, Alessandro Maddaloni
, José Neto

Boulevard de l’Europe
Institut Polytechnique de Paris

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

1 Citation (Scopus)

Abstract

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.

Original language	English
Title of host publication	Optimization, Learning Algorithms and Applications - 1st International Conference, OL2A, 2021, Revised Selected Papers
Editors	Ana I. Pereira, Florbela P. Fernandes, João P. Coelho, João P. Teixeira, Maria F. Pacheco, Paulo Alves, Rui P. Lopes
Publisher	Springer Science and Business Media Deutschland GmbH
Pages	31-47
Number of pages	17
ISBN (Print)	9783030918842
DOIs	https://doi.org/10.1007/978-3-030-91885-9_3
Publication status	Published - 1 Jan 2021
Event	1st International Conference on Optimization, Learning Algorithms and Applications, OL2A 2021 - Virtual Online Duration: 19 Jul 2021 → 21 Jul 2021

Publication series

Name	Communications in Computer and Information Science
Volume	1488 CCIS
ISSN (Print)	1865-0929
ISSN (Electronic)	1865-0937

Conference

Conference	1st International Conference on Optimization, Learning Algorithms and Applications, OL2A 2021
City	Virtual Online
Period	19/07/21 → 21/07/21

Keywords

Benchmarking
Blackbox optimization
Derivative-free optimization
Mesh Adaptive Direct Search
Mixed-integer blackbox

Access to Document

10.1007/978-3-030-91885-9_3

Cite this

Dahito, M. A., Genest, L., Maddaloni, A., & Neto, J. (2021). On the Performance of the ORTHOMADS Algorithm on Continuous and Mixed-Integer Optimization Problems. In A. I. Pereira, F. P. Fernandes, J. P. Coelho, J. P. Teixeira, M. F. Pacheco, P. Alves, & R. P. Lopes (Eds.), Optimization, Learning Algorithms and Applications - 1st International Conference, OL2A, 2021, Revised Selected Papers (pp. 31-47). (Communications in Computer and Information Science; Vol. 1488 CCIS). Springer Science and Business Media Deutschland GmbH. https://doi.org/10.1007/978-3-030-91885-9_3

Dahito, Marie Ange ; Genest, Laurent ; Maddaloni, Alessandro et al. / On the Performance of the ORTHOMADS Algorithm on Continuous and Mixed-Integer Optimization Problems. Optimization, Learning Algorithms and Applications - 1st International Conference, OL2A, 2021, Revised Selected Papers. editor / Ana I. Pereira ; Florbela P. Fernandes ; João P. Coelho ; João P. Teixeira ; Maria F. Pacheco ; Paulo Alves ; Rui P. Lopes. Springer Science and Business Media Deutschland GmbH, 2021. pp. 31-47 (Communications in Computer and Information Science).

@inproceedings{fde0468cb0414dbb98f48d8163f9ffb1,

title = "On the Performance of the ORTHOMADS Algorithm on Continuous and Mixed-Integer Optimization Problems",

abstract = "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.",

keywords = "Benchmarking, Blackbox optimization, Derivative-free optimization, Mesh Adaptive Direct Search, Mixed-integer blackbox",

author = "Dahito, \{Marie Ange\} and Laurent Genest and Alessandro Maddaloni and Jos{\'e} Neto",

note = "Publisher Copyright: {\textcopyright} 2021, Springer Nature Switzerland AG.; 1st International Conference on Optimization, Learning Algorithms and Applications, OL2A 2021 ; Conference date: 19-07-2021 Through 21-07-2021",

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doi = "10.1007/978-3-030-91885-9\_3",

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editor = "Pereira, \{Ana I.\} and Fernandes, \{Florbela P.\} and Coelho, \{Jo{\~a}o P.\} and Teixeira, \{Jo{\~a}o P.\} and Pacheco, \{Maria F.\} and Paulo Alves and Lopes, \{Rui P.\}",

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Dahito, MA, Genest, L, Maddaloni, A & Neto, J 2021, On the Performance of the ORTHOMADS Algorithm on Continuous and Mixed-Integer Optimization Problems. in AI Pereira, FP Fernandes, JP Coelho, JP Teixeira, MF Pacheco, P Alves & RP Lopes (eds), Optimization, Learning Algorithms and Applications - 1st International Conference, OL2A, 2021, Revised Selected Papers. Communications in Computer and Information Science, vol. 1488 CCIS, Springer Science and Business Media Deutschland GmbH, pp. 31-47, 1st International Conference on Optimization, Learning Algorithms and Applications, OL2A 2021, Virtual Online, 19/07/21. https://doi.org/10.1007/978-3-030-91885-9_3

On the Performance of the ORTHOMADS Algorithm on Continuous and Mixed-Integer Optimization Problems. / Dahito, Marie Ange; Genest, Laurent; Maddaloni, Alessandro et al.
Optimization, Learning Algorithms and Applications - 1st International Conference, OL2A, 2021, Revised Selected Papers. ed. / Ana I. Pereira; Florbela P. Fernandes; João P. Coelho; João P. Teixeira; Maria F. Pacheco; Paulo Alves; Rui P. Lopes. Springer Science and Business Media Deutschland GmbH, 2021. p. 31-47 (Communications in Computer and Information Science; Vol. 1488 CCIS).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

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AU - Genest, Laurent

AU - Maddaloni, Alessandro

AU - Neto, José

PY - 2021/1/1

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N2 - 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.

AB - 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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KW - Blackbox optimization

KW - Derivative-free optimization

KW - Mesh Adaptive Direct Search

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BT - Optimization, Learning Algorithms and Applications - 1st International Conference, OL2A, 2021, Revised Selected Papers

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A2 - Lopes, Rui P.

PB - Springer Science and Business Media Deutschland GmbH

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Y2 - 19 July 2021 through 21 July 2021

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Dahito MA, Genest L, Maddaloni A , Neto J. On the Performance of the ORTHOMADS Algorithm on Continuous and Mixed-Integer Optimization Problems. In Pereira AI, Fernandes FP, Coelho JP, Teixeira JP, Pacheco MF, Alves P, Lopes RP, editors, Optimization, Learning Algorithms and Applications - 1st International Conference, OL2A, 2021, Revised Selected Papers. Springer Science and Business Media Deutschland GmbH. 2021. p. 31-47. (Communications in Computer and Information Science). doi: 10.1007/978-3-030-91885-9_3