
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 largescale optimization (some algorithms scalable to millions of parameters and thousands ... Algorithms using function values only (derivativefree) and also algorithms exploiting usersupplied gradients. Algorithms...

SDBOX
 Referenced in 28 articles
[sw05137]
 DerivativeFree Library  SDBOX: A derivativefree algorithm for bound constrained optimization. We propose ... globally convergent derivativefree algorithm for the minimization of a continuously differentiable function...

ORBIT
 Referenced in 35 articles
[sw20552]
 trustregions. We present a new derivativefree algorithm, ORBIT, for unconstrained local optimization...

DFBOX_IMPR
 Referenced in 19 articles
[sw36996]
 DerivativeFree Library  DFBOX_IMPR: A derivativefree algorithm for bound constrained optimization. We propose ... globally convergent derivativefree algorithm for the minimization of a continuously differentiable function...

SDMINMAX
 Referenced in 12 articles
[sw36992]
 DerivativeFree Library  SDMINMAX: A derivativefree algorithm for linearly constrained finite minimax problems ... propose a new derivativefree algorithm for linearly constrained finite minimax problems ... this class of problems, standard derivativefree algorithms can locate only points which satisfy weak ... this work we define a new derivativefree 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 modelbased derivativefree algorithms...

Boosters
 Referenced in 11 articles
[sw20609]
 BOOSTERS: A derivativefree algorithm based on radial basis functions. Derivativefree optimization (DFO) involves ... when its derivatives are not available. We present here a trustregion algorithm based...

CMAES
 Referenced in 109 articles
[sw05063]
 Strategy. Evolution strategies (ES) are stochastic, derivativefree methods for numerical optimization of nonlinear ... 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 derivativefree 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 wellknown derivativefree optimization software package, i.e., NOMAD...

ASTRODF
 Referenced in 8 articles
[sw26833]
 adaptive sampling trustregion algorithms for derivativefree stochastic optimization. We consider unconstrained optimization problems ... ASTRODF  a class of derivativefree trustregion algorithms, where a stochastic local model...

minqa
 Referenced in 6 articles
[sw12412]
 package minqa: Derivativefree optimization algorithms by quadratic approximation. Derivativefree optimization by quadratic approximation...

MOIF
 Referenced in 6 articles
[sw36989]
 Library  MOIF: An implicit filtering algorithm for derivativefree multiobjective optimization with box constraints. This ... concerned with the definition of new derivativefree methods for box constrained multiobjective optimization ... extension of the wellknown implicit filtering algorithm to the multiobjective case. Global convergence results...

MODIR
 Referenced in 5 articles
[sw36993]
 DerivativeFree Library  MODIR: A multiobjective DIRECT algorithm for ship hull optimization. The paper ... deterministic partitionbased algorithm. The main target of the proposed algorithm is the solution ... type algorithm with an efficient derivativefree local algorithm. The results obtained...

dfoptim
 Referenced in 7 articles
[sw23549]
 package dfoptim: DerivativeFree Optimization. DerivativeFree optimization algorithms. These algorithms do not require gradient...

PSwarm
 Referenced in 66 articles
[sw00742]
 derivativefree 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 derivativefree algorithm for constrained blackbox 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 derivativefree method, an augmented Lagrangian method, a direct...

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

IMFIL
 Referenced in 40 articles
[sw04814]
 gradient. Implicit Filtering describes the algorithm, its convergence theory and a new MATLAB implementation ... only book in the area of derivativefree or sampling methods to be accompanied...

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

TESTGO
 Referenced in 8 articles
[sw36990]
 Library  TESTGO: Exploiting derivativefree local searches in DIRECTtype algorithms for global optimization ... constrained global optimization problems where firstorder derivatives of the objective function can be neither ... solution of such problems the DIRECT algorithm has been proposed which has a good ability ... propose DIRECTtype algorithms enriched by the efficient use of derivativefree local searches combined...