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NOMAD - A blackbox optimization software
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################################################################################### # # # README # # # #---------------------------------------------------------------------------------# # NOMAD - Nonlinear Optimization by Mesh Adaptive Direct Search - # # # # NOMAD - Version 4 has been created and developed by # # Viviane Rochon Montplaisir - Polytechnique Montreal # # Christophe Tribes - Polytechnique Montreal # # # # The copyright of NOMAD - version 4 is owned by # # Charles Audet - Polytechnique Montreal # # Sebastien Le Digabel - Polytechnique Montreal # # Viviane Rochon Montplaisir - Polytechnique Montreal # # Christophe Tribes - Polytechnique Montreal # # # # NOMAD 4 has been funded by Rio Tinto, Hydro-Québec, Huawei-Canada, # # NSERC (Natural Sciences and Engineering Research Council of Canada), # # InnovÉÉ (Innovation en Énergie Électrique) and IVADO (The Institute # # for Data Valorization) # # # # NOMAD v3 was created and developed by Charles Audet, Sebastien Le Digabel, # # Christophe Tribes and Viviane Rochon Montplaisir and was funded by AFOSR # # and Exxon Mobil. # # # # NOMAD v1 and v2 were created and developed by Mark Abramson, Charles Audet, # # Gilles Couture, and John E. Dennis Jr., and were funded by AFOSR and # # Exxon Mobil. # # # # Contact information: # # Polytechnique Montreal - GERAD # # C.P. 6079, Succ. Centre-ville, Montreal (Quebec) H3C 3A7 Canada # # e-mail: [email protected] # # # # This program is free software: you can redistribute it and/or modify it # # under the terms of the GNU Lesser General Public License as published by # # the Free Software Foundation, either version 3 of the License, or (at your # # option) any later version. # # # # This program is distributed in the hope that it will be useful, but WITHOUT # # ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or # # FITNESS FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License # # for more details. # # # # You should have received a copy of the GNU Lesser General Public License # # along with this program. If not, see <http://www.gnu.org/licenses/>. # # # # You can find information on the NOMAD software at www.gerad.ca/nomad # #---------------------------------------------------------------------------------# DESCRIPTION: NOMAD is a C++ implementation of the Mesh Adaptive Direct Search (MADS) algorithm, designed for constrained optimization of black-box functions. The algorithms implemented are based on the book "Derivative-Free and Blackbox Optimization", by Charles Audet and Warren Hare, Springer 2017. WEB PAGES: https://www.gerad.ca/nomad/ Https://github.com/bbopt/nomad CONTACT: [email protected] VERSION WARNING: This repository is for NOMAD 4. The previous version, NOMAD 3, is not on GitHub. NOMAD 3 will be deprecated in the future. NOMAD 4 is similar in usage to NOMAD 3. NOMAD 4 has a new software architecture, uses OpenMP to run evaluations in parallel, and also has some new functionalities. COMPILATION (Release): On Linux, Unix, Windows and Mac OS X, NOMAD can be compiled using CMake. The minimum version of CMake is 3.14. Older versions will trigger an error. A recent C++ compiler is also required. Before starting the procedure we recommend to set the environment variable $NOMAD_HOME with the path where NOMAD has been copied. For Linux and OSX, export NOMAD_HOME=/home/myUserName/PathToNomad For Windows, add an environment variable %NOMAD_HOME% containing the path. The remaining text uses the $NOMAD_HOME environment variable. The procedure is the following. On the command line in the $NOMAD_HOME directory: cmake -S . -B build/release ---> Create the CMake files and directories for building (-B) in build/release. The source (-S) CMakeLists.txt file is in the $NOMAD_HOME directory. To deactivate compilation with OpenMP: cmake -DTEST_OPENMP=OFF -S . -B build/release To enable *C interface* building: cmake -DBUILD_INTERFACE_C=ON -S . -B build/release To enable *Matlab* interface building: cmake -DBUILD_INTERFACE_MATLAB=ON -DTEST_OPENMP=OFF -S . -B build/release ! Before proceeding, have a look into $NOMAD_HOME/interfaces/Matlab_MEX/readme.txt ! Extra flags might be required to prevent CMake errors. ! Compiler version and Matlab version need to be compatible; ! Check https://www.mathworks.com/support/requirements/supported-compilers.html ! The Matlab interface will not be built if OpenMP is enabled. ! An extra addpath Matlab command must be done to have access to nomad Mex binaries: addpath(strcat(getenv('NOMAD_HOME'),'/build/release/bin')) To enable *Python* interface (PyNomad) building: cmake -DBUILD_INTERFACE_PYTHON=ON -DTEST_OPENMP=OFF -S . -B build/release ! Before proceeding, have a look into $NOMAD_HOME/interfaces/PyNomad/readme.txt ! The Python interface will not be built if OpenMP is enabled. ! More details are provided in $NOMAD_HOME/interfaces/PyNomad/readme.txt ! Building requires to have Cython. Cython can be obtained with Anaconda distribution platform. ! On *Windows*, using Visual Studio, see the user guide or the readme to properly manage X86/X64 building of binaries. To enable *Java* interface building (with Swig): cmake -DBUILD_INTERFACE_JAVA=ON -S . -B build/release cmake --build build/release --config Release (for *Windows*) or cmake --build build/release (for *OSX* and *Linux*) ---> Build all the libraries and applications Option --parallel xx can be added for faster build. The option --config Release should be used on *Windows* to build only Release configuration. The default configuration is Debug. cmake --install build/release --config Release (for *Windows*) or cmake --install build/release (for *OSX* and *Linux*) ---> Copy binaries and headers in build/release/[bin, include, lib] and in the examples/tests directories. By default, the executable "nomad" will be installed into the directory: build/release/bin/ (build/debug/bin/ when in debug mode). A symbolic link is added in the bin directory (not functional for windows). It is possible to build only a single application in its working directory: (with NOMAD_HOME environment variable properly set) cd $NOMAD_HOME/examples/basic/library/example1 cmake --build $NOMAD_HOME/build/release --target example1_lib.exe cmake --install $NOMAD_HOME/build/release COMPILATION (Debug): The procedure to build the debug version is the following. On the command line in the $NOMAD_HOME directory: cmake -S . -B build/debug -D CMAKE_BUILD_TYPE=Debug ---> On *Windows*, all 4 configurations are configured (Debug, RelWithDebugInfo, MinSizeRel, Release); flag CMAKE_BUILD_TYPE is ignored. cmake --build build/debug --config Debug (for *Windows*) or cmake --build build/debug (for *OSX* and *Linux*) ---> Build the libraries and applications Option --parallel xx can be added for faster build. cmake --install build/debug --config Debug (for *Windows*) or cmake --install build/debug (for *OSX* and *Linux*) ---> Copy binaries and headers in build/debug/[bin, include, lib] and in the examples/tests directories EXAMPLES OF OPTIMIZATION: Batch Mode: There are examples in batch mode in $NOMAD_HOME/examples/basic/batch/. In each directory, the blackbox functions (usually named bb) are compiled by default. The problem may be resolved using NOMAD and the parameter file: $NOMAD_HOME/build/release/bin/nomad param.txt For convenience, the path to $NOMAD_HOME/build/release/bin directory can be added to the $PATH environment variable. For *Windows*, this is achieved by setting the parameters for environment variable %PATH% to %NOMAD_HOME\build\release\bin\ Library Mode: There are examples in library mode in $NOMAD_HOME/examples/basic/library/. In each directory, the executable may be compiled when building Nomad application. The problems may be resolved by execution, for instance: ./example_lib.exe IMPORTANT: Library mode examples with *Windows* require to set the %PATH% environment variable (see above). Otherwise, the executables cannot find NOMAD dlls.
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