PowellOpt
Optimization algorithms by M.J.D. Powell
About
This is a collection of derivative-free optimization algorithms by M.J.D. Powell. The package contains:
- LINCOA (LINearly Constrained Optimization Algorithm)
- BOBYQA (Bound Optimization BY Quadratic Approximation)
- NEWUOA (NEW Unconstrained Optimization Algorithm)
- UOBYQA (Unconstrained Optimization BY Quadratic Approximation)
- COBYLA (Constrained Optimization BY Linear Approximations)
The original routines were written in FORTRAN 77. They have been refactored into modern Fortran for this package. The original sourcecode was written by Powell and released without charges or restrictions (see below). The modifications are released under a BSD-style license.