Py-BOBYQA: Derivative-Free Optimizer for Bound-Constrained Minimization. Py-BOBYQA is a flexible package for finding local solutions to nonlinear, nonconvex minimization problems (with optional bound constraints), without requiring any derivatives of the objective. Py-BOBYQA is a Python implementation of the BOBYQA solver by Powell (documentation here). It is particularly useful when evaluations of the objective function are expensive and/or noisy.
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- Cartis, Coralia; Fiala, Jan; Marteau, Benjamin; Roberts, Lindon: Improving the flexibility and robustness of model-based derivative-free optimization solvers (2019)