2 papers
math.OC2024
PDFO: A Cross-Platform Package for Powell's Derivative-Free Optimization Solvers
Tom M. Ragonneau, Zaikun Zhang
The late Professor M. J. D. Powell devised five trust-region methods for derivative-free optimization, namely COBYLA, UOBYQA, NEWUOA, BOBYQA, and LINCOA. He carefully implemented t…
math.OC2024
An Optimal Interpolation Set for Model-Based Derivative-Free Optimization Methods
Tom M. Ragonneau, Zaikun Zhang
This paper demonstrates the optimality of an interpolation set employed in derivative-free trust-region methods. This set is optimal in the sense that it minimizes the constant of…