Publications

Livre portant sur l’optimisation continue

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C. Audet. Optimisation continue. Presses de Polytechnique Montréal, Montréal, 305 pages, ISBN 978-2-553-01739-1, Août 2021.




Book on Derivative-Free and Blackbox Optimization

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C. Audet and W. Hare. Derivative-Free and Blackbox Optimization.

Springer Series in Operations Research and Financial Engineering, Springer International Publishing, Cham, 302 pages, DOI 10.1007/978-3-319-68913-5, December 2017.



To appear

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C. Audet, P.Y. Bouchet and L. Bourdin. Convergence towards a local minimum by direct search methods with a covering step. Technical report, Les Cahiers du GERAD G-2024-05, January 2024. To appear in Optimization Letters.


2021 - Today

2024

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[129] C. Audet, P.Y. Bouchet and L. Bourdin. Erratum, counterexample and an additional revealing poll step for a result of “Analysis of direct searches for discontinuous functions”. Mathematical Programming, 208(1). 411-424, 2024.


2023

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[128] C. Audet, J. Bigeon, R. Couderc and M. Kokkolaras. Sequential stochastic blackbox optimization with zeroth order gradient estimator. AIMS Mathematics, 8(11), 25922-25956, 2023. Special issue on convex optimization.


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[127] C. Audet, E. Hallé-Hannan and S. Le Digabel. A general mathematical framework for constrained mixed-variable blackbox optimization problems with meta and categorical variables. Operations Research Forum, 4(1), 12, 2023.


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[126] D. Monnet, A. Goldsztejn, F. Plestan and C. Audet. Second order sliding mode twisting controller tuning based on two-level optimization process. 2022 IEEE 61st Conference on Decision and Control (CDC), Cancun, Mexico, 6830-6835, 2022.


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[125] S. Kojtych, F. Nyssen, C. Audet and A. Batailly. Methodology for the redesign of compressor blades undergoing nonlinear structural interactions: application to blade-tip/casing contacts. Journal of Engineering for Gas Turbines and Power, 145(5), 051002-11, 2023.


2022

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[124] C. Audet, S. Le Digabel, V. Rochon Montplaisir and C. Tribes. Algorithm 1027: NOMAD version 4: Nonlinear optimization with the MADS algorithm. ACM Transactions on Mathematical Software, 48(3), 35:1-35:22, 2022.


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[123] C. Bingane and C. Audet. Tight bounds on the maximal perimeter of convex equilateral small polygons. Archiv der Mathematik, 119(3), 325-336.


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[122] C. Audet, S. Le Digabel, L. Salomon, and C. Tribes. Constrained Blackbox Optimization with the NOMAD Solver on the COCO Constrained Test Suite. Proceedings of the Genetic and Evolutionary Computation Conference Companion (GECCO), 1683-1690, 2022.


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[121] C. Audet, A. Batailly and S. Kojtych. Escaping unknown discontinuous regions in blackbox optimization. SIAM Journal on optimization, 32(2), 1843-1870, 2022.


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[120] C. Audet, S. Le Digabel and R. Saltet. Quantifying uncertainty with ensembles of surrogates for blackbox optimization. Computational Optimization and Applications, 83(1), 29-66, 2022.


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[119] S. Alarie, C. Audet, P. Jacquot and S. Le Digabel. Hierarchically constrained blackbox optimization. Operations Research Letters, 50(5), 446-451, 2022.


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[118] C. Audet, F. Messine and J. Ninin. Numerical certification of Pareto optimality for biobjective nonlinear problems. Journal of Global Optimization, 83(4), 891-908, 2022.

Errata: The editorial process lost an important element of figure 9.

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C. Audet, F. Messine and J. Ninin. Correction to: Numerical certification of Pareto optimality for biobjective nonlinear problems. Journal of Global Optimization, 83(4), 909-910, 2022.


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[117] C. Bingane and C. Audet. The equilateral small octagon of maximal width. Mathematics of Computation, 91(336), 2027-2040, 2022.


2021

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[116] S. Alarie, C. Audet, P.Y. Bouchet and S. Le Digabel. Optimization of noisy blackboxes with adaptive precision. SIAM Journal on Optimization, 31(4), 3127-3156, 2021.


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[115] S. Alarie, C. Audet, A.E. Gheribi, M. Kokkolaras and S. Le Digabel. Two decades of blackbox optimization applications. EURO Journal on Computational Optimization, 9, 100011, 2021.


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[114] C. Audet, P. Hansen and D. Svrtan. Using symbolic calculations to determine largest small polygons. Journal of Global Optimization, 81(1), 261-268, 2021. (This paper is part of a special issue commemorating GERAD’s 40th anniversary.)


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[113] C. Audet, J. Bigeon and R. Couderc. Combining Cross Entropy and MADS methods for inequality constrained optimization. Operations Research Forum, 2(3), 33, 2021.


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[112] C. Audet, K.J. Dzahini, M. Kokkolaras and S. Le Digabel. StoMADS: Stochastic blackbox optimization using probabilistic estimates. Computational Optimization and Applications, 79(1), 1-34, 2021.


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[111] C. Audet, J. Bigeon, D. Cartier, S. Le Digabel and L. Salomon. Performance indicators in multiobjective optimization. European Journal of Operational Research, 292(2), 397-422, 2021.


2016 – 2020

2020

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[110] C. Audet. Blackbox optimization. Encyclopedia of Optimization, Springer, Cham. https://doi.org/10.1007/978-3-030-54621-2_723-1, 2020.


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[109] C. Audet, G. Caporossi and S. Jacquet. Constraint scaling in the Mesh Adaptative Direct Search algorithm. Pacific Journal of Optimization, 16(4), 595-610, 2020.


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[108] C. Audet, G. Caporossi, S. Jacquet. Binary, unrelaxable and hidden constraints in blackbox optimization. Operations Research Letters, 48(4), 467-471, 2020.


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[107] C. Audet, P. Côté, C. Poissant and C. Tribes. Monotonic grey box direct search optimization. Optimization Letters, 14(1), 3-18, 2020.


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[106] C. Audet and W. Hare. Model-based methods in derivative-free nonsmooth optimization. Chapter 19 of Numerical nonsmooth optimization, A.M. Bagirov, M. Gaudioso, N. Karmitsa, M.M. Mäkelä and S. Taheri (Eds.), Springer, 2020.


2019

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[105] C. Audet and J. Côté-Massicotte. Dynamic improvements of static surrogates in direct search optimization. Optimization Letters, 13(6), 1433-1447, 2019.


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[104] P.L. Huot, A. Poulin, C. Audet and S. Alarie. A hybrid optimization approach for efficient calibration of computationally intensive hydrological models. Hydrological Sciences Journal, 64(10), 1204-1222, 2019.


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[103] C. Audet, S. Le Digabel and C. Tribes. The mesh adaptive direct search algorithm for granular and discrete variables. SIAM Journal on Optimization, 29(2), 1164-1189, 2019.


2018

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[102] C. Audet and C. Tribes. Mesh-based Nelder-Mead algorithm for inequality constrained optimization. Computational Optimization and Applications, 71(2), 331-352, Nov 2018.


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[101] C. Audet, A.R. Conn, S. Le Digabel and M. Peyrega. A progressive barrier derivative-free trust-region algorithm for constrained optimization. Computational Optimization and Applications, 71(2), 307-329, Nov 2018.


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[100] C. Audet and W. Hare. Algorithmic construction of the subdifferential from directional derivatives. Set-Valued and Variational Analysis, 26(3), 431-447, September 2018.


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[99] C. Audet, A. Ihaddadene, S. Le Digabel and C. Tribes. Robust optimization of noisy blackbox problems using the Mesh Adaptive Direct Search algorithm. Optimization Letters, 12(4), 675-689, June 2018.


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[98] N. Amaioua, C. Audet, A.R. Conn and S. Le Digabel. Efficient solution of quadratically constrained quadratic subproblems within within the mesh adaptive direct search algorithm. European Journal of Operational Research, 268(1), 13-24, July 2018.


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[97] B. Talgorn, C. Audet, S. Le Digabel and M. Kokkolaras. Locally weighted regression models for surrogate-assisted design optimization. Optimization and Engineering, 19(1), 213-238, March 2018.


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[96] C. Audet, M. Kokkolaras, S. Le Digabel and B. Talgorn. Order-based error for managing ensembles of surrogates in mesh adaptive direct search. Journal of Global Optimization, 70(3), 645-675, March 2018.


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[95] C. Audet. Tuning Runge-Kutta parameters on a family of ordinary differential equations. International Journal of Mathematical Modelling and Numerical Optimisation, 8(3): 277-286, 2018.

MatlabCodes.zip download.


2017

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[94] S. Séguin, C. Audet and P. Côté. Scenario tree modeling for stochastic short-term hydropower operations planning. Journal of Water Resources Planning and Management, 143(12): 04017073-1-12, December 2017.


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[93] S. Séguin, S.E. Fleten, P. Côté, A. Pichler and C. Audet. Stochastic short-term hydropower planning with inflow scenario trees. European Journal of Operational Research, 259(3): 1156-1168, June 2017.


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[92] C. Audet. Maximal area of equilateral small polygons. American Mathematical Monthly, 124(2): 175–178, February 2017.


2016

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[91] C. Audet, S. Le Digabel and C. Tribes. Dynamic scaling in the Mesh Adaptive Direct Search algorithm for blackbox optimization. Optimization and Engineering, 17(2): 333-358, June 2016.


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[90] J. Xu, C. Audet, C.E. DiLiberti, W.W. Hauck, T.H. Montague, A.F. Parr, D. Potvin and D.J. Schuirmann. Optimal Adaptive Sequential Designs for Crossover Bioequivalence Studies. Pharmaceutical Statistics, 15(1), 15-27, January 2016.


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[89] S. Séguin, P. Côté and C. Audet. Short-term unit commitment and loading problem. IEEE Transactions on Power Systems, 31(1), 133-142, January 2016.


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[88] C. Audet, P. Hansen, et F. Messine. La saga des trois octogones. Dossier Pour la Science. 91: 20-25, Avril 2016.


2011 – 2015

2015

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[87] P. Côté, C. Audet, N. Amaioua, E. Bigeon, Q. Desreumaux, A. Ihaddadene, Y. Mir, J. Rodriguez and L. Zéphyr. Planning of the maintenance outages for a set of hydroelectric turbogenerators. In Proceedings of the Sixth Montreal Industrial Problem Solving Workshop. Editor O. Marcotte. In CRM research Report CRM-3350, November 2015.


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[86] C. Audet, S. Le Digabel and M. Peyrega. Linear equalities in blackbox optimization. Computational Optimization and Applications, 61(1), 1-23, May 2015.

Numerical results download.


2014

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[85] C. Audet. A survey on direct search methods for blackbox optimization and their applications. Chapter 2 of Mathematics without boundaries: Surveys in interdisciplinary research, P.M. Pardalos, T.M. Rassias (Eds.) 31-56, Springer, November 2014.


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[84] C. Audet, K.C. Dang and D. Orban. Optimization of Algorithms with OPAL. Mathematical Programming Computation, 6(3), 233-254, September 2014.


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[83] M.S. Ouali, H. Aoudjit and C. Audet. Replacement Scheduling of a Fleet of Hydroelectric Generators: A Case Study. International Journal of Performability Engineering, 10(6), 615-630, September 2014.


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[82] M. Minville, D. Cartier, C. Guay, L.-A. Leclaire, C. Audet, S. Le Digabel and J. Merleau. Improving process representation in conceptual hydrological model calibration using climate simulations. Water Resources Research, 50(6), 5044-5073, June 2014.


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[81] L. Adjengue, C. Audet and I. Ben Yahia. A variance-based method to rank input variables of the Mesh Adaptive Direct Search algorithm. Optimization Letters, 8(5), 1599-1610, June 2014.


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[80] C. Audet, A. Ianni, S. Le Digabel and C. Tribes. Reducing the Number of Function Evaluations in Mesh Adaptive Direct Search Algorithms. SIAM Journal on Optimization, 24(2), 621-642, April 2014.

Numerical results.zip download.


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[79] E.M. Gertz, T. Hiekkalinna, S. Le Digabel, C. Audet, J.D. Terwilliger and A.A. Schaffer, PSEUDOMARKER 2.0: efficient computation of likelihoods using NOMAD. BMC Bioinformatics, 15(47), 1-8, February 2014.


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[78] C. Audet, S. Belhaïza, and P. Hansen. A note on Bimatrix Game Maximal Selten Subsets. Arabian Journal of Mathematics, 3(3), 299-311, September 2014.


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[77] C. Audet. Ordering 15 marbles with a three-way scale. The Mathematical Gazette, 98(542), 304-316, July 2014.


2013

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[76] C. Audet, S. Le Digabel, K. Diest, L.A. Sweatlock and D.E. Marthaler. Metamaterial Design by Mesh Adaptive Direct Search. Chapter 3 of Numerical Methods for Metamaterial Design, K. Diest (ed), Volume 127 of Topics in Applied Physics, 71-96, Springer, August 2013.


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[75] A.E. Gheribi, S. Le Digabel, C. Audet and P. Chartrand. Identifying optimal conditions for Magnesium based alloy design using the Mesh Adaptive Direct Search algorithm. Thermochimica Acta, 559, 107-110, 2013.


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[74] C. Audet, K.C. Dang and D. Orban. Efficient Use of Parallelism in Algorithmic Parameter Optimization Applications. Optimization Letters, 7(3), 421-433, 2013.


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[73] S. Alarie, C. Audet, V. Garnier, S. Le Digabel and L.A. Leclaire. Snow water equivalent estimation using blackbox optimization. Pacific Journal of Optimization, 9(1), 1-21, 2013.


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[72] C. Audet and J. Ninin. Maximal perimeter, diameter and area of equilateral unit-width convex polygons. Journal of Global Optimization, 56(3), 1007-1016, 2013.


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[71] C. Audet, P. Hansen, F. Messine and J. Ninin. The small octagons of maximal width. Discrete & Computational Geometry, 49(3), 589-600, 2013.


2012

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[70] C. Audet, J.E. Dennis and S. Le Digabel. Trade-off studies in blackbox optimization. Optimization Methods and Software, 27(4-5) 613-624, 2012.


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[69] A.E. Gheribi, C. Audet, S. Le Digabel, E. Bélisle, C.W. Bale and A. D. Pelton. Calculating optimal conditions for alloy and process design using thermodynamic and properties databases, the FactSage software and the Mesh Adaptive Direct Search algorithm. CALPHAD: Computer Coupling of Phase Diagrams and Thermochemistry, 36 135-143, 2012.


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[68] C. Audet and S. Le Digabel. The mesh adaptive direct search algorithm for periodic variables. Pacific Journal of Optimization, 8(1) 103-119, 2012.


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[67] C. Audet, S. Belhaïza, and P. Hansen. On Proper Refinement of Bimatrix Games Extreme Nash Equilibria. Automatica, 48 (2) 297-303, 2012.


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[66] A. Saucier and C. Audet. Construction of sparse signal representations with adaptive multiscale orthogonal bases. Signal Processing, 92(6) 1446-1457, 2012.


2011

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[65] W. Zghal, C. Audet and G. Savard. A New Multi-Objective Approach for the Portfolio Selection Problem with Skewness. Chapter 12 of Advances in Quantitative Analysis of Finance and Accounting, C.F. Lee (Ed), Airiti Press, Taiwan. 317-335. 2011.


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[64] A.E. Gheribi, C. Robelin, S. Le Digabel, C. Audet and A.D. Pelton. Calculating All Local Minima on Liquidus Surfaces Using the FactSage Software and Databases and the Mesh Adaptive Direct Search Algorithm. The Journal of Chemical Thermodynamics, 43(9) 1323-1330, 2011.


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[63] C. Audet. A short proof on the cardinality of maximal positive bases. Optimization Letters, 5(1) 191-194, 2011.


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[62] C. Audet, P. Hansen and S. Perron. Remarks on Solutions to a Nonconvex Quadratic Programming Test Problem. Journal of Global Optimization, 50(2):363-369, 2011.


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[61] C. Audet, A. Guillou, P. Hansen, S. Perron and F. Messine. The Small Hexagon and Heptagon with Maximum Sum of Distances Between Vertices. Journal of Global Optimization, 49(3):467–480, 2011.


2006 – 2010

2010

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[60] C. Audet, C.-K, Dang and D. Orban. Algorithmic Parameter Optimization of the DFO Method with the OPAL Framework. Chapter 15 of Software Automatic Tuning: From Concepts to State-of-the-Art Results, K. Naono, K. Teranishi, J. Cavazos, R. Suda, (eds), 255-274. Springer. 2010.


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[59] C. Audet, J.E. Dennis, and S. Le Digabel. Globalization strategies for Mesh Adaptive Direct Search. Computational Optimization and Applications, 46(2):193-215, 2010.


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[58] S. Sankaran, C. Audet and A.L. Marsden. A method for stochastic constrained optimization using derivative-free surrogate pattern search and collocation. Journal of Computational Physics, 229(12):4664-4682, 2010.


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[57] C. Audet, G. Savard and W. Zghal. A mesh adaptive direct search algorithm for multiobjective optimization. European Journal of Operational Research. 204(3):545-556, 2010.


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[56] C. Audet, X. Fournier, P. Hansen, S. Perron and F. Messine. A Note on Diameters of Point Sets. Optimization Letters, 4(4): 485-495, 2010.


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[55] C. Audet. Optimization problems in planar geometry. Proceedings of the Toulouse Global Optimization Workshop. Toulouse. Pages 3-6. 2010.


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[54] C. Audet, P. Hansen, et F. Messine. Die Geschichte von den drei kleinen Achtecken. Spektrum der wissenschaft, 60-66, 2010. Original French version: La saga des trois petits octogones. Pour la Science. 380: 62-67, 2009.


2009

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[53] M.A. Abramson, C. Audet, J.E. Dennis, and S. Le Digabel. OrthoMads: A deterministic Mads instance with orthogonal directions. SIAM Journal on Optimization, 20(2):948-966, 2009.


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[52] C. Audet and J. E. Dennis, Jr. A progressive barrier for derivative-free nonlinear programming. SIAM Journal on Optimization, 20(1):445-472, 2009.


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[51] M.A. Abramson, C. Audet, J.W. Chrissis and J.G. Walston. Mesh Adaptive Direct Search Algorithms for Mixed Variable Optimization. Optimization Letters, 3(1):35-47, 2009.


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[50] C. Audet, S. Belhaïza, and P. Hansen. A new sequence form approach for the enumeration of all extreme Nash equilibria for extensive form games. International Game Theory Review. 11(4): 437-451, 2009.


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[49] C. Audet, P. Hansen, et F. Messine. La saga des trois petits octogones. Pour la Science. 380: 62-67, 2009. German version: Die Geschichte von den drei kleinen Achtecken. Spektrum der wissenschaft, 60-66, 2010.


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[48] C. Audet, P. Hansen, and F. Messine. Extremal Problems for Convex Polygons - An Update. In Lectures on Global Optimization, Volume 55 of Fields Institute Communications, 1-16. American Mathematical Society, 2009.


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[47] C. Audet, P. Hansen, and F. Messine. Simple Polygons of Maximum Perimeter Contained in a Unit Disk. Discrete & Computational Geometry. 41(2): 208-215, 2009.


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[46] C. Audet, P. Hansen, and F. Messine. Isoperimetric polygons of maximum width. Discrete & Computational Geometry. 41(1): 45-60, 2009.


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[45] C. Audet, P. Hansen, and F. Messine. Ranking small regular polygons by area and by perimeter. Journal of Applied and Industrial Mathematics 3(1): 21-27,2009. Original russian text : Diskretnyi Analiz i Issledovanie Operatsii 15(3): 65-73, 2008.


2008

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[44] C. Audet, J.E. Dennis, and S. Le Digabel. Parallel Space Decomposition of the Mesh Adaptive Direct Search algorithm. SIAM Journal on Optimization, 19(3):1150-1170, 2008.


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[43] C. Audet, V. Béchard and S. Le Digabel. Nonsmooth Optimization through Mesh Adaptive Direct Search and Variable Neighborhood Search. Journal of Global Optimization, 41(2): 299-318, 2008.


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[42] K.R. Fowler, J. P. Reese, C. E. Kees, J. E. Dennis, Jr., C. T. Kelley, C. T. Miller, C. Audet, A. J. Booker, G. Couture, R. W. Darwin, M. W. Farthing, D. E. Finkel, J. M. Gablonsky, G. Gray, T. G. Kolda. Comparison of Derivative-Free Optimization Methods for Groundwater Supply and Hydraulic Capture Community Problems. Advances in Water Resources, 31(5): 743-757, 2008.

Community test problem.


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[41] C. Audet, V. Béchard and J. Chaouki. Spent Potliner Treatment Process Optimization using a MADS Algorithm. Optimization and Engineering, 9(2): 143-160, 2008.


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[40] C. Audet, S. Alarie, S. Le Digabel, Q. Lequy, M. Sylla and O. Marcotte. Localisation de stations de mesure automatisée du couvert nival. In Proceedings of the Second Montreal Industrial Problem Solving Workshop. Editor O. Marcotte. In CRM research Report CRM-3277, 9-18, 2008.


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[39] C. Audet, G. Savard and W. Zghal. Multiobjective optimization through a series of single-objective formulations. SIAM Journal on Optimization, 19(1):188–210, 2008.


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[38] C. Audet, A. Custodio and J. E. Dennis, Jr. Erratum : Mesh adaptive direct search algorithms for constrained optimization. SIAM Journal on Optimization, 18(4): 1501-1503, 2008.


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[37] C. Audet, P. Hansen, A. Karam, C. Ng, and S. Perron. Exact L2-norm plane separation. Optimization Letters, 2(4):483-495, 2008.


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[36] C. Audet, P. Hansen, and F. Messine. КЛАССИФИКАЦИЯ НЕБОЛЬШИХ ПРАВИЛЬНЫХ МНОГОУГОЛЬНИКОВ ПО ПЛОЩАДИ И ПЕРИМЕТРУ. Diskretnyi Analiz i Issledovanie Operatsii 15(3): 65-73, 2008. English version : Ranking small regular polygons by area and by perimeter. Journal of Applied and Industrial Mathematics 3(1): 21-27,2009.


2007

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[35] M.A. Abramson, C. Audet, and J. E. Dennis, Jr. Filter Pattern Search Algorithms for Mixed Variable Constrained Optimization Problems. Pacific Journal of Optimization, 3(3):477–500, 2007.


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[34] C. Audet, G. Savard, and W. Zghal. New Branch-and-Cut Algorithm for Bilevel Linear Programming. Journal of Optimization Theory and Applications, 134(2): 353–370, 2007.


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[33] C. Audet, P. Hansen, and F. Messine. Extremal problems for convex polygons. Journal of Global Optimization, 38(2):163–179, 2007.


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[32] C. Audet, J. Haddad and G. Savard. Disjunctive cuts for continuous linear bilevel programming. Optimization Letters, 1(3):259–267, 2007.


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[31] C. Audet, P. Hansen, and F. Messine. The small octagon with longest perimeter. Journal of Combinatorial Theory, Series A, 114(1):135–150, 2007.


2006

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[30] C. Audet and D. Orban. Finding optimal algorithmic parameters using derivative-free optimization. SIAM Journal on Optimization, 17(3):642–664, 2006.


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[29] M.A. Abramson and C. Audet. Convergence of mesh adaptive direct search to second-order stationary points. SIAM Journal on Optimization, 17(2):606–619, 2006.


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[28] C. Audet and J. E. Dennis, Jr. Mesh adaptive direct search algorithms for constrained optimization. SIAM Journal on Optimization, 17(1):188–217, 2006.


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[27] C. Audet and J. E. Dennis, Jr. Nonlinear programming by mesh adaptive direct searches. SIAG/Optimization Views-and-News, 17(1):2–11, 2006.


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[26] C. Audet, J. Haddad, G. Savard. A note on the definition of a linear bilevel programming solution. Applied Mathematics and Computation, 181(1):351–355, 2006.


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[25] C. Audet, P. Hansen, and F. Messine. Quatre petits octogones. MATAPLI, 80:39–60, 2006.


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[24] C. Audet, S. Belhaïza, and P. Hansen. Enumeration of all extreme equilibria in game theory: Bimatrix and polymatrix games. Journal of Optimization Theory and Applications, 129(3), 349–372, 2006.


1997 – 2005

2005

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[23] C. Audet, P. Hansen, and G. Savard. – Editors, Essays and Surveys in Global Optimization. Springer, New York, 294 pages, 2005. (This is one of the 10 volumes commemorating GERAD’s 25th anniversary).


2004

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[22] C. Audet. Convergence results for generalized pattern search algorithms are tight. Optimization and Engineering, 5(2):101–122, 2004.


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[21] C. Audet and J. E. Dennis, Jr. A pattern search filter method for nonlinear programming without derivatives. SIAM Journal on Optimization, 14(4):980–1010, 2004.


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[20] M.A. Abramson, C. Audet, and J. E. Dennis, Jr. Generalized pattern searches with derivative information. Mathematical Programming, Series B, 100:3–25, 2004.


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[19] C. Audet, P. Hansen, F. Messine, and S. Perron. The minimum diameter octagon with unit-length sides: Vincze’s wife’s octagon is suboptimal. Journal of Combinatorial Theory, Series A, 108(1):63–75, 2004.


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[18] C. Audet, P. Hansen, and E. Carrizosa. An exact method for fractional goal programming. Journal of Global Optimization, 29(1):113–120, 2004.


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[17] C. Audet, J. Brimberg, P. Hansen, S. Le Digabel, and N. Mladenovic. Pooling problem: Alternate formulations and solution methods. Management Science, 50(6):761–776, 2004.

Test problem.zip download.


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[16] C. Audet, P. Hansen, and S. Le Digabel. Exact solution of three nonconvex quadratic programming problems. Frontiers in Global Optimization, Volume 74 of Nonconvex Optimization and Applications, C. Floudas, P. Pardalos (Eds.) 25–45, Springer, 2004.


2003

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[15] M.S. Ouali, H. Aoudjit, and C. Audet. Optimisation des stratégies de maintenance. Journal Européen des Systèmes Automatisés, 37(5):587–605, 2003.


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[14] C. Audet and J. E. Dennis, Jr. Analysis of generalized pattern searches. SIAM Journal on Optimization, 13(3):889–903, 2003.


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[13] R.E. Hayes, F.H. Bertrand, C. Audet, and S.T. Kolaczkowski. Catalytic combustion kinetics: Using a direct search algorithm to evaluate kinetic parameters from light-off curves. The Canadian Journal of Chemical Engineering, 81(6):1192–1199, 2003.


2002

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[12] C. Audet, P. Hansen, F. Messine, and J. Xiong. The largest small octagon. Journal of Combinatorial Theory, Series A, 98(1):46–59, 2002.

This octagon is now known as Hansen’s little octagon.


2001

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[11] C. Audet, P. Hansen, B. Jaumard, and G. Savard. Enumeration of all extreme equilibria of bimatrix games. SIAM Journal on Scientific Computing, 23(1):323–338, 2001.


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[10] S. Alarie, C. Audet, B. Jaumard, and G. Savard. Concavity cuts for disjoint bilinear programming. Mathematical Programming, 90(2, Ser. A):373–398, 2001.


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[9] M. Kokkolaras, C. Audet, and J. E. Dennis, Jr. Mixed variable optimization of the number and composition of heat intercepts in a thermal insulation system. Optimization and Engineering, 2(1):5–29, 2001.


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[8] C. Audet and J. E. Dennis, Jr. Pattern search algorithms for mixed variable programming. SIAM Journal on Optimization, 11(3):573–594, 2001.


2000

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[7] C. Audet, A.J. Booker, J. E. Dennis, Jr., P.D. Frank, and D.W. Moore. A surrogate-model-based method for constrained optimization. AIAA Paper 2000–4891, 8th AIAA/ISSMO Symposium on Multidisciplinary Analysis and Optimization, 2000.


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[6] C. Audet, P. Hansen, B. Jaumard, and G. Savard. A branch and cut algorithm for nonconvex quadratically constrained quadratic programming. Mathematical Programming, 87(1, Ser. A):131–152, 2000.


1999

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[5] C. Audet, P. Hansen, B. Jaumard, and G. Savard. A symmetrical linear maxmin approach to disjoint bilinear programming. Mathematical Programming, 85(3, Ser. A):573–592, 1999.


1998

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[4] C. Audet, P. Hansen, B. Jaumard, and G. Savard. Complete Enumeration of Equilibria for Two-Person Games in Strategic and Sequence Forms. Proceedings of the Eight International Symposium on Dynamic Games and Applications, Maastricht, Netherlands, Les Cahiers du GERAD, G-98-59, Montréal, 1998.


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[3] C. Audet, P. Hansen, B. Jaumard, and G. Savard. On the Linear Maxmin and Related Programming Problems. Multilevel Optimization: Algorithms and Applications, Volume 20 of Nonconvex Optimization and Applications, A. Migdalas, P. Parardalos, P. Värbrand (Eds.) 181–208, Springer, 1998.


1997

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[2] C. Audet, P. Hansen, B. Jaumard, and G. Savard. Links between Linear Bilevel and Mixed 0-1 Programming. Journal of Optimization Theory and Applications, 93(2):273-300, 1997.


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[1] C. Audet. Optimisation globale structurée : propriétés, équivalences et résolution. Thèse de Doctorat. École Polytechnique de Montréal, 1997.


Technical reports

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L. Boisneault, C. Audet and D. Mélançon. Blackbox optimization for origami-inspired bistable structures. Technical report, Les Cahiers du GERAD G-2024-51, August 2024.


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C. Audet, P.Y. Bouchet and L. Bourdin. A derivative-free approach to partitioned optimization. Technical report, Les Cahiers du GERAD G-2024-39, July 2024.


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N. Andres Thio, C. Audet, M. Diago Martinez, A.E. Gheribi, S. Le Digabel, X. Lebeuf, M. Lemyre-Garneau and C. Tribes. 𝚜𝚘𝚕𝚊𝚛: A solar thermal power plant simulator for blackbox optimization benchmarking. Technical report, Les Cahiers du GERAD G-2024-37, July 2024.


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E. Hallé-Hannan, C. Audet, Y. Diouane, S. Le Digabel and P. Saves. A graph-structured distance for heterogeneous datasets with meta variables. Technical report, Les Cahiers du GERAD G-2024-33, May 2024.


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P.A. Patience, C. Audet and B. Blais. Cesogen: Cellular solid generator. Technical report, Les Cahiers du GERAD G-2024-15, February 2024.


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C. Audet, G. Jarry-Bolduc and W. Hare. The cosine measure relative to a subspace. Technical report, Les Cahiers du GERAD G-2024-07, January 2024.


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S. Alarie, C. Audet, M. Diago, S. Le Digabel and X. Lebeuf. Hierarchically constrained multi-fidelity blackbox optimization. Technical report, Les Cahiers du GERAD G-2023-66, December 2023.


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C. Audet, J. Bigeon, R. Couderc and M. Kokkolaras. Risk averse constrained blackbox optimization under mixed aleatory/epistemic uncertainties. Technical report, Les Cahiers du GERAD G-2023-46, October 2023.