NOMAD
NOMAD [Supplied]
NOMAD uses a Mesh Adaptive Direct Search algorithm to solve non-differentiable and global nonlinear programs. It also contains a facility to solve non-convex MINLPs, and does this quite well for problems up to a few hundred variables. Excellent solver for derivative free optimization.
| Category | Open Source |
| Manager | Dr. Sebastien Le Digabel |
| License | GNU Lesser General Public License v3.0 |
| Home Page | NOMAD Home Page |
| Download Page | NOMAD Request Form |
| MEX Interface | OPTI Version Supplied |
| Pre-Requisites | None |
| Version Supplied | 3.8.1 |
Citation
S. Le Digabel, "Algorithm 909: NOMAD: Nonlinear Optimization with the MADS Algorithm," ACM Transactions on Mathematical Software 37(4), pp. 44:1 - 44:15, 2011