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NOMAD is software for optimizing blackbox problems. In continuous developmentsince 2001, it constantly evolved with the integration of new algorithmicfeatures published in scientific publications. These features are motivated byreal applications encountered by industrial partners. The latest major releaseof NOMAD, version 3, dates from 2008. Minor releases are produced as newfeatures are incorporated. The present work describes NOMAD 4, a completeredesign of the previous version, with a new architecture providing moreflexible code, added functionalities and reusable code. We introducealgorithmic components, which are building blocks for more complex algorithms,and can initiate other components, launch nested algorithms, or performspecialized tasks. They facilitate the implementation of new ideas, includingthe MegaSearchPoll component, warm and hot restarts, and a revised version ofthe PSD-MADS algorithm. Another main improvement of NOMAD 4 is the usage ofparallelism, to simultaneously compute multiple blackbox evaluations, and tomaximize usage of available cores. Running different algorithms, tuning theirparameters, and comparing their performance for optimization is simpler thanbefore, while overall optimization performance is maintained between versions 3and 4. NOMAD is freely available at www.gerad.ca/nomad and the whole project isvisible at github.com/bbopt/nomad.

NOMAD version 4: Nonlinear optimization with the MADS algorithm