Research output per year
Research output per year
Margherita Porcelli, Philippe Toint
Research output: Contribution to journal › Article › peer-review
A direct-search derivative-free Matlab optimizer for bound-constrained problems is described, whose remarkable features are its ability to handle a mix of continuous and discrete variables, a versatile interface as well as a novel self-training option. Its performance compares favorably with that of NOMAD (Nonsmooth Optimization by Mesh Adaptive Direct Search), a well-known derivative-free optimization package. It is also applicable to multilevel equilibrium- or constrained-type problems. Its easy-to-use interface provides a number of user-oriented features, such as checkpointing and restart, variable scaling, and early termination tools.
Original language | English |
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Article number | 6 |
Number of pages | 28 |
Journal | Transactions of the American Methematical Society on Mathematical Software |
Volume | 44 |
Issue number | 1 |
DOIs | |
Publication status | Published - 30 Jun 2017 |
Research output: Contribution to journal › Article › peer-review
Research output: Working paper
Research output: Contribution to journal › Article › peer-review
1/01/01 → …
Project: Research
TOINT, P., COLSON, B., Gratton, S., Tröltzsch, A. & RODRIGUES SAMPAIO, P.
1/03/94 → …
Project: Research
Philippe Toint (Visiting researcher)
Activity: Visiting an external institution types › Visiting an external academic institution
Philippe Toint (Visiting researcher)
Activity: Visiting an external institution types › Visiting an external academic institution
Philippe Toint (Speaker)
Activity: Talk or presentation types › Invited talk