Journées de l'optimisation 2018

HEC Montréal, Québec, Canada, 7 — 9 mai 2018

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WB8 Optimization software

9 mai 2018 15h30 – 17h10

Salle: Metro inc. (72)

Présidée par Viviane Rochon Montplaisir

4 présentations

  • 15h30 - 15h55

    A formal modeling and optimization software

    • Emmanuel Bigeon, prés., École de Technologie Supérieure
    • Jean Bigeon, Univ. Grenoble Alpes, CNRS, Grenoble INP, G-SCOP, F-38000 Grenoble, France

    We present VDesign, a preliminary design environment based on the separation of concern concept providing each different user with an adapted interface. For the physicist, a formal language to describe systems in mathematical equations. For the engineer, a constraint description interface that adapts to the models and their modifications. It additionally provides a public API to extend the environment with new optimization methods and variants.

  • 15h55 - 16h20

    Nonlinear optimization with Artelys Knitro

    • Violette Berge, prés., Artelys Canada

    Nonlinear optimization is used in many applications in a broad range of industries such as economy, finance, energy, health, 3D modeling, and marketing. With four algorithms and great configuration capabilities, Artelys Knitro is the leading solver for nonlinear optimization and demonstrates high performance for large scale problems. This session will introduce you to Artelys Knitro, its algorithms (interior points and active sets methods for continuous problems and MIP Branch and Bounds), key features and modeling capabilities.

  • 16h20 - 16h45

    Nonlinear optimization with Artelys Knitro II: Latest improvements and modeling tips

    • Violette Berge, prés., Artelys Canada

    This second session on nonlinear optimization with Artelys Knitro will introduce the features of the latest release Knitro 11.0, including a new algorithm designed for second order cone constraints, and a new API to build-up models piece-by-piece with structural information. Finally, this presentation will end with an insightful session on nonlinear modeling tips and tricks!

  • 16h45 - 17h10

    NOMAD, a blackbox optimization software

    • Viviane Rochon Montplaisir, prés., GERAD
    • Sébastien Le Digabel, GERAD, Polytechnique Montréal
    • Charles Audet, GERAD - Polytechnique Montréal
    • Christophe Tribes, Polytechnique Montréal

    A blackbox is a system which can be viewed in terms of its inputs and outputs, without any knowledge of its internal workings. NOMAD is a software for the optimization of such problems. It implements the Mesh Adaptive Direct Search (MADS) algorithm of 2006 and many of its recent extensions. This talk briefly introduces the MADS algorithm and then details the NOMAD software usage, tuning, and results. NOMAD is intended to be easy to use. It is designed and used to solve real-world optimization problems from the industry. It works out of the box, as long as the objective and constraints are provided. It can be executed as a batch command or as a callable library. NOMAD's parameters are configurable. Useful parameters for superior performance will be discussed. Real-world optimization problems and results will be presented.