• PSwarm

  • Referenced in 68 articles [sw00742]
  • free optimization. PSwarm was developed originally for the global optimization of functions without derivatives...
  • CMA-ES

  • Referenced in 121 articles [sw05063]
  • strategies (ES) are stochastic, derivative-free methods for numerical optimization of non-linear ... Quasi-Newton method in classical optimization. In contrast to most classical methods, fewer assumptions ... learning the sample distribution and neither derivatives nor even the function values themselves are required...
  • DGM

  • Referenced in 44 articles [sw06159]
  • discrete gradient method for derivative free optimization. To apply DGM, one only needs to compute...
  • tgp

  • Referenced in 41 articles [sw07921]
  • expected improvement. The latter supports derivative-free optimization of noisy black-box functions...
  • NLopt

  • Referenced in 119 articles [sw11789]
  • interface for a number of different free optimization routines available online as well as original ... changing one parameter. Support for large-scale optimization (some algorithms scalable to millions of parameters ... global and local optimization algorithms. Algorithms using function values only (derivative-free) and also algorithms...
  • WEDGE

  • Referenced in 40 articles [sw04771]
  • Software for Derivative-free Unconstrained Nonlinear Optimization. WEDGE is designed for solving problems in which...
  • OscaR

  • Referenced in 17 articles [sw09908]
  • Linear (Integer) Programming; Discrete Event Simulation; Derivative Free Optimization; Visualization...
  • BFO

  • Referenced in 12 articles [sw36962]
  • trainable derivative-free brute force optimizer for nonlinear bound-constrained optimization and equilibrium computations with ... discrete variables. A direct-search derivative-free Matlab optimizer for bound-constrained problems is described ... Adaptive Direct Search), a well-known derivative-free optimization package. It is also applicable...
  • SDBOX

  • Referenced in 30 articles [sw05137]
  • Free Library - SDBOX: A derivative-free algorithm for bound constrained optimization. We propose...
  • HOPSPACK

  • Referenced in 12 articles [sw04187]
  • Optimization Parallel Search PACKage. HOPSPACK solves derivative-free optimization problems in a C++ software framework ... single machines with multiple processors or cores). Optimization problems can be very general: functions ... optimization problem solved, and those who wish to experiment with writing their own derivative-free...
  • dfoptim

  • Referenced in 8 articles [sw23549]
  • package dfoptim: Derivative-Free Optimization. Derivative-Free optimization algorithms. These algorithms do not require gradient...
  • ORBIT

  • Referenced in 39 articles [sw20552]
  • present a new derivative-free algorithm, ORBIT, for unconstrained local optimization of computationally expensive functions...
  • Boosters

  • Referenced in 12 articles [sw20609]
  • algorithm based on radial basis functions. Derivative-free optimization (DFO) involves the methods used ... minimize an expensive objective function when its derivatives are not available. We present here...
  • DFBOX_IMPR

  • Referenced in 22 articles [sw36996]
  • Library - DFBOX_IMPR: A derivative-free algorithm for bound constrained optimization. We propose...
  • MultiGLODS

  • Referenced in 8 articles [sw41486]
  • optimization of multimodal functions is a challenging task, in particular when derivatives are not available ... multistart strategy was proposed for global derivative-free optimization of single objective functions. The goal ... global Pareto fronts for multiobjective multimodal derivative-free optimization problems. The proposed algorithm alternates between...
  • DFLGEN

  • Referenced in 9 articles [sw36986]
  • Free Library - DFLGEN: Derivative-free methods for mixed-integer constrained optimization problems. Methods which ... further complicate the optimization process. In this paper, we propose derivative-free algorithms for solving ... globally converge to points satisfying different necessary optimality conditions. We report a computational experience ... 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...
  • ARGONAUT

  • Referenced in 9 articles [sw20651]
  • test problems for constrained global optimization with a large number of input variables and constraints ... that of existing techniques for constrained derivative-free optimization...
  • DFL

  • Referenced in 32 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 ... explicitly. This class of mixed integer nonlinear optimization problems arises frequently in many industrial ... increasing interest in the study of derivative-free methods for their solution. The continuous variables...
  • ASTRO-DF

  • Referenced in 12 articles [sw26833]
  • sampling trust-region algorithms for derivative-free stochastic optimization. We consider unconstrained optimization problems where ... derivative-free trust-region algorithms, where a stochastic local model is constructed, optimized, and updated...