SNOBFIT swMATH ID: 5289 Software Authors: Arnold Neumaier Description: SNOBFIT (Stable Noisy Optimization by Branch and FIT) is a MATLAB 6 package for the robust and fast solution of noisy optimization problems with continuous variables varying within bound, possibly subject to additional soft constraints. Discrete variables are not supported. Objective function values must be provided by a file-based interface; care is taken that the optimization proceeds reasonably even when the interface produces noisy or even occasionally undefined results (hidden constraints). The interface makes it possible to use SNOBFIT with new data entered by hand, or by any automatic or semiautomatic experimental system. This makes SNOBFIT very suitable for applications to the selection of continuous parameter settings for simulations or experiments, performed with the goal of optimizing some user-specified criterion. Since multiple data points can be entered, SNOBFIT can take advantage of parallel function evaluations. The method combines a branching strategy to enhance the chance of finding a global minimum with a sequential quadratic programming method based on fitted quadratic models to have good local properties. Various safeguards address many possible pitfalls that may arise in practical applications, for which most other optimization routines are ill-prepared. Soft constraints are taken care of by a new penalty-type method with strong theoretical properties. In order to use SNOBFIT, one needs the MINQ bound-constrained quadratic programming package. Homepage: http://www.mat.univie.ac.at/~neum/software/snobfit/ Programming Languages: Matlab Dependencies: Matlab Keywords: optimization; The Unconstrained NLO Problem Related Software: MultiMin; MCS; EGO; NOMAD; OrthoMADS; BOBYQA; NEWUOA; CMA-ES; PSwarm; DFO; DFBOX_IMPR; SDBOX; IMFIL; UOBYQA; DFL; DAKOTA; MLMSRBF; DIRECT; GitHub; BFO Cited in: 24 Publications all top 5 Cited by 49 Authors 6 Sahinidis, Nikolaos V. 3 Amaran, Satyajith 3 Bury, Scott J. 2 Audet, Charles 2 Boukouvala, Fani 2 Larson, Jeffrey 2 Le Digabel, Sébastien 2 Neumaier, Arnold 2 Ploskas, Nikolaos 2 Sharda, Bikram 1 Aguilar Madeira, José Firmino 1 Alarie, Stéphane 1 Bajaj, Ishan 1 Bertsch, Valentin 1 Billups, Stephen C. 1 Bouchet, Pierre-Yves 1 Cartis, Coralia 1 Costa, Alberto L. C. 1 Custódio, Ana Luísa 1 Day, Marcus S. 1 Farmer, Chris L. 1 Faruque Hasan, M. M. 1 Fichtner, Wolf 1 Floudas, Christodoulos Achilleus 1 Fowkes, Jaroslav M. 1 Fuchs, Martin 1 Gould, Nicholas Ian Mark 1 Graf, Peter A. 1 Huyer, Waltraud 1 Ihaddadene, Amina 1 Jarre, Florian 1 Kimiaei, Morteza 1 Lazar, Markus 1 Ma, Kaiwen 1 Menickelly, Matt 1 Misener, Ruth 1 Müller, Juliane 1 Nannicini, Giacomo 1 Rajagopalan, Sreekanth 1 Rios, Luis Miguel 1 Roberts, Lindon 1 Sauk, Benjamin 1 Schwarz, Hannes 1 Sheridan-Methven, Oliver 1 Tonon, Fulvio 1 Tribes, Christophe 1 Wang, Yuannian 1 Wild, Stefan M. 1 Zhai, Jianyuan all top 5 Cited in 16 Serials 6 Journal of Global Optimization 2 SIAM Journal on Optimization 2 Optimization Letters 2 Mathematical Programming Computation 1 International Journal for Numerical and Analytical Methods in Geomechanics 1 Acta Cybernetica 1 Optimization 1 Annals of Operations Research 1 European Journal of Operational Research 1 Computational Optimization and Applications 1 INFORMS Journal on Computing 1 Optimization Methods & Software 1 Optimization and Engineering 1 OR Spectrum 1 4OR 1 Acta Numerica Cited in 5 Fields 22 Operations research, mathematical programming (90-XX) 7 Numerical analysis (65-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Computer science (68-XX) 1 Mechanics of deformable solids (74-XX) Citations by Year