BOBYQA
This Fortran software seeks the least value of a function of several variables without requiring any derivatives of the objective function. It was developed from my NEWUOA package for this calculation in the unconstrained case. The main new feature of BOBYQA, however, is that it allows lower and upper bounds on each variable. The name BOBYQA denotes Bound Optimization BY Quadratic Approximation. Please send an e-mail to me at mjdp-at-cam.ac.uk if you would like to receive a free copy of the Fortran software. As far as I know BOBYQA is the most powerful package available at present for minimizing functions of hundreds of variables without derivatives subject to simple bound constraints. There are no restrictions on its use. I would be delighted if it becomes valuable to much research and many applications
Keywords for this software
References in zbMATH (referenced in 24 articles )
Showing results 1 to 20 of 24.
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- Červinka, M.; Matonoha, C.; Outrata, J.V.: On the computation of relaxed pessimistic solutions to MPECs (2013)
- Conejo, P.D.; Karas, E.W.; Pedroso, L.G.; Ribeiro, A.A.; Sachine, M.: Global convergence of trust-region algorithms for convex constrained minimization without derivatives (2013)
- Martínez, J.M.; Sobral, F.N.C.: Constrained derivative-free optimization on thin domains (2013)
- Murray, Kevin; Müller, Samuel; Turlach, Berwin A.: Revisiting fitting monotone polynomials to data (2013)
- Powell, M.J.D.: Beyond symmetric Broyden for updating quadratic models in minimization without derivatives (2013)
- Rios, Luis Miguel; Sahinidis, Nikolaos V.: Derivative-free optimization: a review of algorithms and comparison of software implementations (2013)
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- Dawson, John A.; Kendziorski, Christina: An empirical Bayesian approach for identifying differential coexpression in high-throughput experiments (2012)
- Echebest, N.; Schuverdt, M.L.; Vignau, R.P.: A derivative-free method for solving box-constrained underdetermined nonlinear systems of equations (2012)
- García-Palomares, Ubaldo M.; Costa-Montenegro, Enrique; Asorey-Cacheda, Rafael; González-Castaño, Francisco J.: Adapting derivative free optimization methods to engineering models with discrete variables (2012)