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NOMAD: blackbox optimization software

Posted on by Robin Ding Leave a comment Algorithms, Artificial Intelligence, Mathematics

NOMAD is a C++ code that implements the MADS algorithm (Mesh Adaptive Direct Search) for difficult blackbox optimization problems. Such problems occur when the functions to optimize are costly computer simulations with no derivatives.

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Website http://www.gerad.ca/nomad
Tags
License GNU Library or Lesser General Public License version 3.0 (LGPLv3)
Platform BSD Linux Mac Windows
Features
  • Blackbox, nonsmooth optimization
  • Nonlinear Constrained optimization
  • Single or biobjective optimization
  • Continuous, integer, boolean and categorical variables
  • Mesh Adaptive Direct Search algorithm
  • Pattern Search
  • Direct Search
  • Parallelism with MPI