PDFO: a cross-platform package for Powell’s derivative-free optimization solvers

The late Professor M. J. D. Powell devised five trust-region methods for derivative-free optimization, namely COBYLA, UOBYQA, NEWUOA, BOBYQA, and LINCOA. He carefully implemented them into publicly available solvers, renowned for their robustness and efficiency. However, the solvers were implemented...

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Bibliographic Details
Published in:	Mathematical programming computation Vol. 16; no. 4; pp. 535 - 559
Main Authors:	Ragonneau, Tom M., Zhang, Zaikun
Format:	Journal Article
Language:	English
Published:	Berlin/Heidelberg Springer Berlin Heidelberg 01.12.2024 Springer Nature B.V
Subjects:	FORTRAN Full Length Paper Ill-conditioned problems (mathematics) Mathematics Mathematics and Statistics Mathematics of Computing Noise tolerance Operations Research/Decision Theory Optimization Python Solvers Theory of Computation 65K05 90C30 90-04 COBYLA UOBYQA 90C56 NEWUOA BOBYQA LINCOA Derivative-free optimization
ISSN:	1867-2949, 1867-2957
Online Access:	Get full text
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