CONDOR, a new parallel, constrained extension of Powell’s UOBYQA algorithm: Experimental results and comparison with the DFO algorithm. This paper presents an algorithmic extension of M. J. D. Powell’s UOBYQA algorithm (Unconstrained Optimization BY Quadratical Approximation) [Math. Program 92, No. 3, 555–582 (2002; Zbl 1014.65050)]. We start by summarizing the original algorithm of Powell and by presenting it in a more comprehensible form. Thereafter, we report comparative numerical results between UOBYQA, DFO and a parallel, constrained extension of UOBYQA that will be called in the paper CONDOR (COnstrained, Non-linear, Direct, parallel Optimization using trust Region method for high-computing load function). The experimental results are very encouraging and validate the approach. They open wide possibilities in the field of noisy and high-computing-load objective functions optimization (from 2 min to several days) like, for instance, industrial shape optimization based on computation fluid dynamic codes or partial differential equations solvers. Finally, we present a new, easily comprehensible and fully stand-alone implementation in C++ of the parallel algorithm.

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  6. Zhang, Zaikun: Sobolev seminorm of quadratic functions with applications to derivative-free optimization (2014)
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  18. Uğur, Ö.; Karasözen, B.; Schäfer, M.; Yapıcı, K.: Derivative free optimization methods for optimizing stirrer configurations (2008)
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