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WEDGE

swMATH ID: 4771
Software Authors: Marazzi, Marcelo; Nocedal, Jorge
Description: Software for Derivative-free Unconstrained Nonlinear Optimization. WEDGE is designed for solving problems in which the objective function is smooth and the number of variables is moderate, but derivativesare not available. The method generates a model that interpolates the objective function at a set of sample points, and uses trust regions to promote convergence. A geometric constraint (or wedge) aims at keeping the sample points non-degenerate at each iteration. The code has been developed at the Optimization Center, a joint venture of Argonne National Laboratory and Northwestern University.
Homepage: http://www.eecs.northwestern.edu/~nocedal/wedge.html
Keywords: Derivative-free Unconstrained Nonlinear Optimization
Related Software: DFO; UOBYQA; NEWUOA; COBYLA2; BOBYQA; KELLEY; CONDOR; SifDec; IMFIL; CUTEr; MultiMin; Boosters; ORBIT; BRENT; EGO; GQTPAR; Matlab; minpack; LANCELOT; Optimization Toolbox
Cited in: 41 Publications

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