arXiv subjects

Xavier Lebeuf

Publications and source records attributed to Xavier Lebeuf.

3 recordsLinked to original sources

arXiv2026

Multi-fidelity constraints in blackbox optimization

This work studies constrained blackbox optimization problems that cannot be solved in reasonable time due to prohibitive computational costs. This challenge is especially prevalent in industrial applications, where blackbox evaluations are costly. However, constraints can be evaluated at various fidelities at a lower computational cost. More specifically, this work targets situations in which the infeasibility of each individual constraint can be detected at lower fidelities, and where a large discrete number of fidelities are available. Moreover, highly discontinuous problems which may fail to evaluate are considered, such that direct search methods are preferred to model-based ones. To this effect, the Interruptible Direct Search (IDS) and the Dynamic Interruptible Direct Search (DIDS) algorithms are proposed to leverage feasibility assessments from various fidelity levels to avoid high cost evaluations. The results show highly increased performances from NOMAD when it is paired with IDS or DIDS.

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arXiv2024

Fidelity and interruption control for expensive constrained multi-fidelity blackbox optimization

This work introduces a novel blackbox optimization algorithm for computationally expensive constrained multi-fidelity problems. When applying a direct search method to such problems, the scarcity of feasible points may lead to numerous costly evaluations spent on infeasible points. Our proposed fidelity and interruption controlled optimization algorithm addresses this issue by leveraging multi-fidelity information, allowing for premature interruption of an evaluation when a point is estimated to be infeasible. These estimations are controlled by a biadjacency matrix, for which we propose a construction. The proposed method acts as an intermediary component bridging any non multi-fidelity direct search solver and a multi-fidelity blackbox problem, giving the user freedom of choice for the solver. A series of computational tests are conducted to validate the approach. The results show a significant improvement in solution quality when an initial feasible starting point is provided. When this condition is not met, the outcomes are contingent upon specific properties of the blackbox.

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arXiv2024

solar: A solar thermal power plant simulator for blackbox optimization benchmarking

This work introduces solar, a collection of ten optimization problem instances for benchmarking blackbox optimization solvers. The instances present different design aspects of a concentrated solar power plant simulated by blackbox numerical models. The type of variables (discrete or continuous), dimensionality, and number and types of constraints (including hidden constraints) differ across instances. Some are deterministic, others are stochastic with possibilities to execute several replications to control stochasticity. Most instances offer variable fidelity surrogates, two are biobjective and one is unconstrained. The solar plant model takes into account various subsystems: a heliostats field, a central cavity receiver (the receiver), a molten salt thermal energy storage, a steam generator and an idealized power block. Several numerical methods are implemented throughout the solar code and most of the executions are time-consuming. Great care was applied to guarantee reproducibility across platforms. The solar tool encompasses most of the characteristics that can be found in industrial and real-life blackbox optimization problems, all in an open-source and stand-alone code.

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