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


References in zbMATH (referenced in 38 articles )

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  1. Boukouvala, Fani; Faruque Hasan, M. M.; Floudas, Christodoulos A.: Global optimization of general constrained grey-box models: new method and its application to constrained PDEs for pressure swing adsorption (2017)
  2. Echebest, N.; Schuverdt, M. L.; Vignau, R. P.: An inexact restoration derivative-free filter method for nonlinear programming (2017)
  3. Ferreira, P. S.; Karas, E. W.; Sachine, M.; Sobral, F. N. C.: Global convergence of a derivative-free inexact restoration filter algorithm for nonlinear programming (2017)
  4. Graf, Peter A.; Billups, Stephen: MDTri: robust and efficient global mixed integer search of spaces of multiple ternary alloys. A DIRECT-inspired optimization algorithm for experimentally accessible computational material design (2017)
  5. Huang, Xiaojin; Zhu, Detong: An interior affine scaling cubic regularization algorithm for derivative-free optimization subject to bound constraints (2017)
  6. Lass, Oliver; Ulbrich, Stefan: Model order reduction techniques with a posteriori error control for nonlinear robust optimization governed by partial differential equations (2017)
  7. Meng, F.; Banks, J. W.; Henshaw, W. D.; Schwendeman, D. W.: A stable and accurate partitioned algorithm for conjugate heat transfer (2017)
  8. Pál, László: Empirical study of the improved UNIRANDI local search method (2017)
  9. Regis, Rommel G.; Wild, Stefan M.: CONORBIT: constrained optimization by radial basis function interpolation in trust regions (2017)
  10. Verdério, Adriano; Karas, Elizabeth W.; Pedroso, Lucas G.; Scheinberg, Katya: On the construction of quadratic models for derivative-free trust-region algorithms (2017)
  11. Møller, Jesper; Ghorbani, Mohammad; Rubak, Ege: Mechanistic spatio-temporal point process models for marked point processes, with a view to forest stand data (2016)
  12. Arouxét, Ma. Belén; Echebest, Nélida E.; Pilotta, Elvio A.: Inexact restoration method for nonlinear optimization without derivatives (2015)
  13. Conejo, P. D.; Karas, E. W.; Pedroso, L. G.: A trust-region derivative-free algorithm for constrained optimization (2015)
  14. Ferreira, Priscila S.; Karas, Elizabeth W.; Sachine, Mael: A globally convergent trust-region algorithm for unconstrained derivative-free optimization (2015)
  15. Gould, Nicholas I. M.; Orban, Dominique; Toint, Philippe L.: CUTEst: a constrained and unconstrained testing environment with safe threads for mathematical optimization (2015)
  16. Newby, Eric; Ali, M. M.: A trust-region-based derivative free algorithm for mixed integer programming (2015)
  17. Sampaio, Ph. R.; Toint, Ph. L.: A derivative-free trust-funnel method for equality-constrained nonlinear optimization (2015)
  18. Gao, Jing; Zhu, Detong: An affine scaling derivative-free trust region method with interior backtracking technique for bounded-constrained nonlinear programming (2014)
  19. Gumma, E. A. E.; Hashim, M. H. A.; Ali, M. Montaz: A derivative-free algorithm for linearly constrained optimization problems (2014)
  20. Hingerl, Ferdinand F.; Kosakowski, Georg; Wagner, Thomas; Kulik, Dmitrii A.; Driesner, Thomas: GEMSFIT: a generic fitting tool for geochemical activity models (2014)

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