DFBOX_IMPR
swMATH ID:  36996 
Software Authors:  G. Liuzzi, S. Lucidi, M. Sciandrone 
Description:  DFL  A DerivativeFree Library  DFBOX_IMPR: A derivativefree algorithm for bound constrained optimization. We propose a new globally convergent derivativefree algorithm for the minimization of a continuously differentiable function in the case that some of (or all) the variables are bounded. This algorithm investigates the local behaviour of the objective function on the feasible set by sampling it along the coordinate directions. Whenever a “suitable” descent feasible coordinate direction is detected a new point is produced by performing a linesearch along this direction. The information progressively obtained during the iterates of the algorithm can be used to build an approximation model of the objective function. The minimum of such a model is accepted if it produces an improvement of the objective function value. We also derive a bound for the limit accuracy of the algorithm in the minimization of noisy functions. Finally, we report the results of a preliminary numerical experience. 
Homepage:  http://www.iasi.cnr.it/~liuzzi/DFL/index.php/list3/10localoptimization/5dfboximpr 
Dependencies:  Python; Fortran90 
Keywords:  globally convergent derivativefree algorithm; bound constraints; linesearch technique 
Related Software:  SDBOX; DFL; NOMAD; SDPEN; KELLEY; DFLBOX; DFN; MultiMin; OrthoMADS; BOBYQA; NEWUOA; DFLGEN; DFO; BFO; SNOBFIT; PSwarm; MCS; CUTEst; UOBYQA; LCOBYQA 
Referenced in:  23 Publications 
Standard Articles
1 Publication describing the Software, including 1 Publication in zbMATH  Year 

A derivativefree algorithm for bound constrained optimization. Zbl 0988.90033 Lucidi, Stefano; Sciandrone, Marco 
2002

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Referenced by 49 Authors
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