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During his last days, Professor Powell kindly sent me the source code of his optimization software and authorized me to maintain it here.
The software is also maintained at CCPForge by Professor Nick Gould and me.
If you have problems in downloading, please feel free to contact me.
In case of technical questions on the code or the algorithms, you may also contact us and we will do our best to help.
PDFO provides cross-platform interfaces for using the derivative-free optimization solvers listed below. It currently supports MATLAB and Python. [download]
UOBYQA (Unconstrained Optimization BY Quadratic Approximation),
an algorithm that solves unconstrained optimization problems without using derivatives.
For general usage, NEWUOA is recommended to replace UOBYQA.
[.tar.gz] [.zip]
[paper]
[wikipedia]
LINCOA (LINearly Constrained Optimization Algorithm),
an algorithm that seeks the least value of a nonlinear function
subject to linear inequality constraints without using
derivatives of the objective function. Professor Powell did not write any document to introduce LINCOA,
although he published a paper to elaborate
how LINCOA solves its trust-region subproblems.
[.tar.gz] [.zip]
[wikipedia]
Software by myself
PDFO (Powell's Derivative-Free Optimization solvers) is a cross-platform package providing interfaces for using late Professor M. J. D. Powell's derivative-free optimization solvers, including UOBYQA, NEWUOA, BOBYQA, LINCOA, and COBYLA. Joint work with Tom M. Ragonneau. [download]
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