• CMA-ES

  • Referenced in 85 articles [sw05063]
  • Strategy. Evolution strategies (ES) are stochastic, derivative-free methods for numerical optimization of non-linear...
  • NLopt

  • Referenced in 57 articles [sw11789]
  • common interface for a number of different free optimization routines available online as well ... algorithms. Algorithms using function values only (derivative-free) and also algorithms exploiting user-supplied gradients...
  • PSwarm

  • Referenced in 53 articles [sw00742]
  • hybrid solver for linearly constrained global derivative-free optimization. PSwarm was developed originally...
  • WEDGE

  • Referenced in 35 articles [sw04771]
  • Software for Derivative-free Unconstrained Nonlinear Optimization. WEDGE is designed for solving problems in which...
  • SDBOX

  • Referenced in 19 articles [sw05137]
  • derivative-free algorithm for bound constrained optimization We propose a new globally convergent derivative-free...
  • IMFIL

  • Referenced in 26 articles [sw04814]
  • only book in the area of derivative-free or sampling methods to be accompanied...
  • tgp

  • Referenced in 25 articles [sw07921]
  • expected improvement. The latter supports derivative-free optimization of noisy black-box functions...
  • ORBIT

  • Referenced in 23 articles [sw20552]
  • trust-regions. We present a new derivative-free algorithm, ORBIT, for unconstrained local optimization...
  • SDPEN

  • Referenced in 12 articles [sw05152]
  • Sequential penalty derivative-free methods for nonlinear constrained optimization We consider the problem of minimizing ... motivates the increasing interest in studying derivative-free methods for their solution ... paper is to extend to a derivative-free context a sequential penalty approach for nonlinear ... comparison with other well-known derivative-free software show the viability of the proposed sequential...
  • DFL

  • Referenced in 15 articles [sw05163]
  • Derivative-free methods for bound constrained mixed-integer optimization We consider the problem of minimizing ... values. We assume that the first order derivatives of the objective function can be neither ... increasing interest in the study of derivative-free methods for their solution. The continuous variables...
  • HOPSPACK

  • Referenced in 8 articles [sw04187]
  • Optimization Parallel Search PACKage. HOPSPACK solves derivative-free optimization problems in a C++ software framework ... experiment with writing their own derivative-free solvers...
  • LCOBYQA

  • Referenced in 6 articles [sw10964]
  • derivative-free algorithm for linearly constrained optimization problems. Based on the NEWUOA algorithm ... derivative-free algorithm is developed, named LCOBYQA. The main aim of the algorithm ... linear 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 6 articles [sw20609]
  • BOOSTERS: A derivative-free algorithm based on radial basis functions. Derivative-free optimization (DFO) involves...
  • minqa

  • Referenced in 5 articles [sw12412]
  • package minqa: Derivative-free optimization algorithms by quadratic approximation. Derivative-free optimization by quadratic approximation...
  • ACRS

  • Referenced in 4 articles [sw05052]
  • Derivative-Free Library: A software library for derivative-free optimization ARCS: A Derivative-Free Adaptively...
  • dfoptim

  • Referenced in 4 articles [sw23549]
  • package dfoptim: Derivative-Free Optimization. Derivative-Free optimization algorithms. These algorithms do not require gradient...
  • ASTRO-DF

  • Referenced in 3 articles [sw26833]
  • adaptive sampling trust-region algorithms for derivative-free stochastic optimization. We consider unconstrained optimization problems ... present ASTRO-DF -- a class of derivative-free trust-region algorithms, where a stochastic local...
  • GANSO

  • Referenced in 4 articles [sw00319]
  • programming library GANSO. GANSO implements the derivative-free bundle method, the extended cutting angle method...
  • CONORBIT

  • Referenced in 2 articles [sw20608]
  • function Interpolation in Trust regions), a derivative-free algorithm for constrained black-box optimization where ... COBYLA (Powell 1994), a sequential penalty derivative-free method, an augmented Lagrangian method, a direct...
  • MIDACO

  • Referenced in 3 articles [sw04775]
  • optimization variables. MIDACO implements a derivative-free, heuristic algorithm that treats the problem as black...