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COBYLA2

swMATH ID: 5136
Software Authors: M.J.D. Powell
Description: The functions depend on few variables (some hundred at most). An SLP method with estimation of gradients by linear interpolation of the individual functions on moving simplices,l_infinity exact penalty function as merit function. Inequality constraints only. M. Powell’s paper on Direct Search Methods
Homepage: http://plato.asu.edu/ftp/other_software/COBYLA2.tar.gz
Programming Languages: Fortran
Keywords: optimization; The Constrained NLO Problem
Related Software: DFO; NEWUOA; UOBYQA; BOBYQA; EGO; WEDGE; ORBIT; CONDOR; CUTEr; SifDec; minpack; Boosters; BRENT; GQTPAR; KELLEY; Matlab; MultiMin; MLMSRBF; Optimization Toolbox; DFO-TRNS
Cited in: 44 Publications

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