• NLopt

  • Referenced in 93 articles [sw11789]
  • free optimization routines available online as well as original implementations of various other algorithms ... common interface for many different algorithms—try a different algorithm just by changing one parameter ... Support for large-scale optimization (some algorithms scalable to millions of parameters and thousands ... Algorithms using function values only (derivative-free) and also algorithms exploiting user-supplied gradients. Algorithms...
  • SDBOX

  • Referenced in 29 articles [sw05137]
  • Derivative-Free Library - SDBOX: A derivative-free algorithm for bound constrained optimization. We propose ... globally convergent derivative-free algorithm for the minimization of a continuously differentiable function...
  • ORBIT

  • Referenced in 37 articles [sw20552]
  • trust-regions. We present a new derivative-free algorithm, ORBIT, for unconstrained local optimization...
  • DFBOX_IMPR

  • Referenced in 19 articles [sw36996]
  • Derivative-Free Library - DFBOX_IMPR: A derivative-free algorithm for bound constrained optimization. We propose ... globally convergent derivative-free algorithm for the minimization of a continuously differentiable function...
  • SDMINMAX

  • Referenced in 12 articles [sw36992]
  • Derivative-Free Library - SDMINMAX: A derivative-free algorithm for linearly constrained finite minimax problems ... propose a new derivative-free algorithm for linearly constrained finite minimax problems ... this class of problems, standard derivative-free algorithms can locate only points which satisfy weak ... this work we define a new derivative-free algorithm which is globally convergent toward standard...
  • LCOBYQA

  • Referenced in 9 articles [sw10964]
  • free algorithm for linearly constrained optimization problems. Based on the NEWUOA algorithm, a new derivative ... free algorithm is developed, named LCOBYQA. The main aim of the algorithm is to find ... function, whose derivatives are unavailable, subject to linear inequality constraints. The algorithm is based ... very competing against available model-based derivative-free algorithms...
  • Boosters

  • Referenced in 12 articles [sw20609]
  • BOOSTERS: A derivative-free algorithm based on radial basis functions. Derivative-free optimization (DFO) involves ... when its derivatives are not available. We present here a trust-region algorithm based...
  • ASTRO-DF

  • Referenced in 11 articles [sw26833]
  • adaptive sampling trust-region algorithms for derivative-free stochastic optimization. We consider unconstrained optimization problems ... ASTRO-DF -- a class of derivative-free trust-region algorithms, where a stochastic local model...
  • CMA-ES

  • Referenced in 109 articles [sw05063]
  • Strategy. Evolution strategies (ES) are stochastic, derivative-free methods for numerical optimization of non-linear ... They belong to the class of evolutionary algorithms and evolutionary computation. An evolutionary algorithm...
  • DFLGEN

  • Referenced in 7 articles [sw36986]
  • process. In this paper, we propose derivative-free algorithms for solving continuously differentiable Mixed Integer ... discrete variables. We show that the proposed algorithms globally converge to points satisfying different necessary ... comparison with a well-known derivative-free optimization software package, i.e., NOMAD...
  • minqa

  • Referenced in 6 articles [sw12412]
  • package minqa: Derivative-free optimization algorithms by quadratic approximation. Derivative-free optimization by quadratic approximation...
  • MOIF

  • Referenced in 6 articles [sw36989]
  • Library - MOIF: An implicit filtering algorithm for derivative-free multiobjective optimization with box constraints. This ... concerned with the definition of new derivative-free methods for box constrained multiobjective optimization ... extension of the well-known implicit filtering algorithm to the multiobjective case. Global convergence results...
  • MODIR

  • Referenced in 5 articles [sw36993]
  • Derivative-Free Library - MODIR: A multi-objective DIRECT algorithm for ship hull optimization. The paper ... deterministic partition-based algorithm. The main target of the proposed algorithm is the solution ... type algorithm with an efficient derivative-free local algorithm. The results obtained...
  • dfoptim

  • Referenced in 7 articles [sw23549]
  • package dfoptim: Derivative-Free Optimization. Derivative-Free optimization algorithms. These algorithms do not require gradient...
  • PSwarm

  • Referenced in 66 articles [sw00742]
  • derivative-free optimization. PSwarm was developed originally for the global optimization of functions without derivatives ... within upper and lower bounds. The underlying algorithm used is a pattern search method...
  • CONORBIT

  • Referenced in 3 articles [sw20608]
  • function Interpolation in Trust regions), a derivative-free algorithm for constrained black-box optimization where ... extension of the ORBIT algorithm [S.M. Wild, R.G. Regis and C.A. Shoemaker, {it ORBIT: optimization ... improving performance. CONORBIT is compared with other algorithms on 27 test problems, a chemical process ... COBYLA (Powell 1994), a sequential penalty derivative-free method, an augmented Lagrangian method, a direct...
  • IMFIL

  • Referenced in 42 articles [sw04814]
  • gradient. Implicit Filtering describes the algorithm, its convergence theory and a new MATLAB implementation ... only book in the area of derivative-free or sampling methods to be accompanied...
  • DIRDFN

  • Referenced in 7 articles [sw36984]
  • DIRDFN: A DIRECT-type approach for derivative-free constrained global optimization. In the field ... solving bound constrained optimization problems without using derivatives. In this paper we consider global optimization ... DIRECT-type algorithm with a derivative-free local minimization of a nonsmooth exact penalty function...
  • DFL

  • Referenced in 30 articles [sw05163]
  • increasing interest in the study of derivative-free methods for their solution. The continuous variables ... local search-type approach. We propose different algorithms which are characterized...
  • DIRMIN

  • Referenced in 8 articles [sw36985]
  • Library - DIRMIN: Exploiting derivative-free local searches in DIRECT-type algorithms for global optimization ... constrained global optimization problems where first-order derivatives of the objective function can be neither ... solution of such problems the DIRECT algorithm has been proposed which has a good ability ... propose DIRECT-type algorithms enriched by the efficient use of derivative-free local searches combined...