NOMAD is software for optimizing blackbox problems. In continuous development since 2001, it constantly evolved with the integration of new algorithmic features published in scientific publications. These features are motivated by real applications encountered by industrial partners. The latest major release of NOMAD, version 3, dates from 2008. Minor releases are produced as new features are incorporated. The present work describes NOMAD 4, a complete redesign of the previous version, with a new architecture providing more flexible code, added functionalities and reusable code. We introduce algorithmic components, which are building blocks for more complex algorithms, and can initiate other components, launch nested algorithms, or perform specialized tasks. They facilitate the implementation of new ideas, including the MegaSearchPoll component, warm and hot restarts, and a revised version of the PSD-MADS algorithm. Another main improvement of NOMAD 4 is the usage of parallelism, to simultaneously compute multiple blackbox evaluations, and to maximize usage of available cores. Running different algorithms, tuning their parameters, and comparing their performance for optimization is simpler than before, while overall optimization performance is maintained between versions 3 and 4. NOMAD is freely available at www.gerad.ca/nomad and the whole project is visible at github.com/bbopt/nomad.
翻译:NOMAD是优化黑匣子问题的软件。自2001年以来,随着科学出版物上公布的新算法特征的整合,NOMAD是不断演变的,自2001年以来,随着科学出版物上公布的新算法特征的整合,这些特征的驱动力是工业伙伴遇到的实际应用;NOMAD第3版的最新主要发布日期为2008年;随着新特征的整合,将产生少量发布;目前的工作描述NOMAD第4版,这是对前一个版本的完整重新设计,提供了更灵活的代码、附加功能和可重复使用的代码;我们引入了算法组件,这些组件是更复杂的算法的构件,可以启动其他组件、启动嵌套算法或执行专门任务;这些功能促进了新想法的实施,包括MegaSearchPolll部分、热热热重新启动以及经修订的DP-MADS算法版本。NOMAD第4版的另一个主要改进是平行使用,同时计算多个黑盒评价,以及最大限度使用现有核心。我们引入不同的算法,调整其参数,并比较其优化性性比以前更为简单,同时在3版和4版之间保持总体优化性性性性工作。在wwwger/ca/commabrus/tobrusabral 和整个可看见/combusubusubus/commal/tomal/tomal/tobual/tomp。