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https://github.com/bbopt/NOMAD.jl
Julia interface to the NOMAD blackbox optimization software
https://github.com/bbopt/NOMAD.jl
blackbox-optimization julia nomad optimization
Last synced: about 2 months ago
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Julia interface to the NOMAD blackbox optimization software
- Host: GitHub
- URL: https://github.com/bbopt/NOMAD.jl
- Owner: bbopt
- License: other
- Created: 2019-04-01T20:42:18.000Z (over 5 years ago)
- Default Branch: master
- Last Pushed: 2022-12-27T19:58:45.000Z (over 1 year ago)
- Last Synced: 2024-07-29T15:16:01.653Z (about 2 months ago)
- Topics: blackbox-optimization, julia, nomad, optimization
- Language: Julia
- Homepage:
- Size: 9.31 MB
- Stars: 47
- Watchers: 9
- Forks: 5
- Open Issues: 12
-
Metadata Files:
- Readme: README.md
- License: LICENSE.md
- Citation: CITATION.bib
Awesome Lists containing this project
- awesome-sciml - bbopt/NOMAD.jl: Julia interface to the NOMAD blackbox optimization software
README
# NOMAD.jl
| **Documentation** | **Build Status** | **Coverage** | **DOI** |
|:-----------------:|:----------------:|:------------:|:-------:|
| [](https://bbopt.github.io/NOMAD.jl/stable) [](https://bbopt.github.io/NOMAD.jl/dev) | [](https://github.com/bbopt/NOMAD.jl/actions) | [](https://coveralls.io/github/bbopt/NOMAD.jl?branch=master) | [](https://doi.org/10.5281/zenodo.3700167) |
This package provides a Julia interface for [NOMAD](https://www.gerad.ca/en/software/nomad/), which is a C++ implementation of the Mesh Adaptive Direct Search algorithm (MADS), designed for difficult blackbox optimization problems. These problems occur when the functions defining the objective and constraints are the result of costly computer simulations.
## How to Cite
If you use NOMAD.jl in your work, please cite using the format given in [`CITATION.bib`](https://github.com/bbopt/NOMAD.jl/blob/master/CITATION.bib).
## Installation
NOMAD can be installed and tested through the Julia package manager:
```julia
julia> ]
pkg> add NOMAD
pkg> test NOMAD
```
## Quick start
Let's say you want to minimize some objective function :
```julia
function f(x)
return x[1]^2 + x[2]^2
end
```
while keeping some constraint inferior to 0 :
```julia
function c(x)
return 1 - x[1]
end
```
You first need to declare a function `eval_fct(x::Vector{Float64})` that returns a *Vector{Float64}* containing the objective function and the constraint evaluated for `x`, along with two booleans.
```julia
function eval_fct(x)
bb_outputs = [f(x), c(x)]
success = true
count_eval = true
return (success, count_eval, bb_outputs)
end
```
`success` is a boolean set to false if the evaluation should not be taken into account by NOMAD. Here, every evaluation will be considered as a success. `count_eval` is also a boolean, it decides weather the evaluation's counter will be incremented. Here, it is always equal to true so every evaluation will be counted.
Then, create an object of type `NomadProblem` that will contain settings for the optimization.
The classic constructor takes as arguments the initial point *x0* and the types of the outputs contained in `bb_outputs` (as a `Vector{String}`).
```julia
pb = NomadProblem(2, # number of inputs of the blackbox
2, # number of outputs of the blackbox
["OBJ", "EB"], # type of outputs of the blackbox
eval_fct;
lower_bound=[-5.0, -5.0],
upper_bound=[5.0, 5.0])
```
Here, first element of bb_outputs is the objective function (`f(x)`), second is a constraint treated with the Extreme Barrier method (`c(x)`). In this example, lower and upper bounds have been added but it is not compulsory.
Now call the function `solve(p::NomadProblem, x0::Vector{Float64})` where *x0* is the initial starting point to launch a NOMAD optimization process.
```julia
result = solve(pb, [3.0, 3.0])
```
The object returned by `solve()` contains information about the run.
## Custom Installation
**Note: NOMAD is already precompiled with Yggdrasil for all platforms.**
To use your custom NOMAD, set the environmental variables `JULIA_NOMAD_LIBRARY_PATH`
to point the shared library. Note that NOMAD version 4.3.1 is needed.
For example:
```julia
ENV["JULIA_NOMAD_LIBRARY_PATH"] = "~/Applications/nomad-4.3.1/build/lib"
using NOMAD
```
Alternatively, you can create an entry in `.julia/config/startup.jl` or set these permanently through your operating system.