PSwarm swMATH ID: 742 Software Authors: Vaz, A.I.F.; Vicente, L.N. Description: PSwarm: a hybrid solver for linearly constrained global derivative-free optimization. PSwarm was developed originally for the global optimization of functions without derivatives and where the variables are within upper and lower bounds. The underlying algorithm used is a pattern search method, or more specifically, a coordinate search method, which guarantees convergence to stationary points from arbitrary starting points. In the (optional) search step of coordinate search, the algorithm incorporates a particle swarm scheme for dissemination of points in the feasible region, equipping the overall method with the capability of finding a global minimizer. Our extensive numerical experiments showed that the resulting algorithm is highly competitive with other global optimization methods based only on function values. PSwarm is extended in this paper to handle general linear constraints. The poll step now incorporates positive generators for the tangent cone of the approximated active constraints, including a provision for the degenerate case. The search step has also been adapted accordingly. In particular, the initial population for particle swarm used in the search step is computed by first inscribing an ellipsoid of maximum volume to the feasible set. We have again compared PSwarm with other solvers (including some designed for global optimization) and the results confirm its competitiveness in terms of efficiency and robustness. Homepage: http://www.norg.uminho.pt/aivaz/pswarm/ Keywords: direct search; pattern search Related Software: MultiMin; NOMAD; MCS; EGO; OrthoMADS; Matlab; DIRECT; ORBIT; CMA-ES; SNOBFIT; BOBYQA; AMPL; NEWUOA; NLopt; ASA; IMFIL; BARON; MLMSRBF; Ipopt; CUTEst Cited in: 69 Publications Standard Articles 1 Publication describing the Software, including 1 Publication in zbMATH Year PSwarm: a hybrid solver for linearly constrained global derivative-free optimization. Zbl 1177.90327Vaz, A. I. F.; Vicente, L. N. 2009 all top 5 Cited by 137 Authors 7 Vicente, Luis Nunes 6 Vaz, A. Ismael F. 4 Le Digabel, Sébastien 4 Le Thi, Hoai An 4 Sahinidis, Nikolaos V. 3 Audet, Charles 3 García-Rodríguez, José Antonio 3 Pham Dinh Tao 2 Aguilar Madeira, José Firmino 2 Bemporad, Alberto 2 Boukouvala, Fani 2 Csercsik, Dávid 2 Custódio, Ana Luísa 2 Dyczij-Edlinger, Romanus 2 Farle, Ortwin 2 Ferreira, B. C. 2 Ferreiro-Ferreiro, Ana María 2 Floudas, Christodoulos Achilleus 2 Gratton, Serge 2 Hare, Warren L. 2 Kokkolaras, Michael 2 Laguna, Manuel 2 Lopes, M. C. 2 Matos Dias, Joana 2 Neumaier, Arnold 2 Ploskas, Nikolaos 2 Rocha, Humberto 2 Shoup, Terry E. 2 Sommer, Alexander 2 Talgorn, Bastien 2 Vázquez Cendón, Carlos 2 Wang, Peter C. C. 1 Abraham, Ajith 1 Almomani, Ahmad 1 Arbic II, Paul R. 1 Armstrong, Jerawan C. 1 Askarzadeh, Alireza 1 Béchard, Vincent 1 Beiranvand, Vahid 1 Bierlaire, Michel 1 Bukshtynov, Vladislav 1 Butyn, Emerson 1 Caballero, Rafael E. 1 Callies, Rainer 1 Carbone, Maurizio 1 Carvalho, Margarida 1 Cassioli, Andrea 1 Castro, Manuel J. 1 Correia, Aldina 1 Costa e Silva, Eliana 1 Cristofari, Andrea 1 de Oliveira, Welington Luis 1 Di Lorenzo, David 1 di Serafino, Daniela 1 Diouane, Youssef 1 Domes, Ferenc 1 Endres, Stefan C. 1 Escalante, Cipriano 1 Favorite, Jeffrey A. 1 Feng, Quanxi 1 Fernandes, Edite M. G. P. 1 Ferreiro, Ana M. 1 Fliege, Jörg 1 Focke, Walter W. 1 Fuchs, Martin 1 Glover, Fred W. 1 Gnandt, Christian 1 Gómez, Susana 1 Griffin, Joshua D. 1 Groşan, Crina 1 Ha, Minghu 1 Habashi, Wagdi G. 1 Hernández-Díaz, Alfredo G. 1 Huynh-Thu, Vân Anh 1 Huynh Van Ngai 1 Iovieno, Michele 1 Jarre, Florian 1 Jarry-Bolduc, Gabriel 1 Karas, Elizabeth W. 1 Kaucic, Massimiliano 1 Kieslich, Chris A. 1 Kimiaei, Morteza 1 Koessler, Eric 1 Kolda, Tamara Gibson 1 Larson, Jeffrey 1 Lazar, Markus 1 Li, Yan 1 Liu, Jianfeng 1 Liu, Sanyang 1 Locatelli, Marco 1 López-Salas, José Germán 1 Lucet, Yves 1 Mammadov, Kamal 1 Milano, Leopoldo 1 Misener, Ruth 1 Molina, Julián 1 Müller, Juliane 1 Narzisi, Giuseppe 1 Nicosia, Giuseppe 1 Paulavičius, Remigijus ...and 37 more Authors all top 5 Cited in 30 Serials 16 Journal of Global Optimization 7 Optimization and Engineering 5 Computational Optimization and Applications 5 Optimization Methods & Software 3 European Journal of Operational Research 3 SIAM Journal on Optimization 2 Journal of Computational Physics 2 Applied Mathematics and Computation 2 Advances in Engineering Software 2 Optimization Letters 2 Mathematical Programming Computation 1 International Journal of Control 1 Journal of Computational and Applied Mathematics 1 Journal of the Operational Research Society 1 Mathematics and Computers in Simulation 1 Opsearch 1 Computers & Operations Research 1 International Journal of Intelligent Systems 1 Machine Learning 1 Applied Mathematical Modelling 1 International Journal of Computer Mathematics 1 Mathematical Programming. Series A. Series B 1 Top 1 Advances in Computational Mathematics 1 INFORMS Journal on Computing 1 Communications in Nonlinear Science and Numerical Simulation 1 CEJOR. Central European Journal of Operations Research 1 Networks and Spatial Economics 1 Journal of Industrial and Management Optimization 1 Methods in Molecular Biology all top 5 Cited in 16 Fields 59 Operations research, mathematical programming (90-XX) 10 Numerical analysis (65-XX) 5 Computer science (68-XX) 5 Biology and other natural sciences (92-XX) 3 Optics, electromagnetic theory (78-XX) 2 History and biography (01-XX) 2 Geophysics (86-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 General and overarching topics; collections (00-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Partial differential equations (35-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Mechanics of deformable solids (74-XX) 1 Fluid mechanics (76-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Systems theory; control (93-XX) Citations by Year