Projects per year
Abstract
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 |
Keywords
- derivative-free optimization
- trainable algorithms
- bound constraints
- mixed integer optimization
- direct-search methods
- Bound constraints
- Direct-search methods
- Derivative-free optimization
- Mixed-integer optimization
- Trainable algorithms
Fingerprint Dive into the research topics of 'BFO, a trainable derivative-free Brute Force Optimizer for nonlinear bound-constrained optimization and equilibrium computations with continuous and discrete variables'. Together they form a unique fingerprint.
Projects
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CUTEr: Constrained and Unconstrained Testing Environment, revisited (CUTEr)
1/01/01 → …
Project: Research
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DFO: Derivative free numerical algorithms for optimization
TOINT, P., COLSON, B., Gratton, S., Tröltzsch, A. & RODRIGUES SAMPAIO, P.
1/03/94 → …
Project: Research
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Activities
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DIEF, University of Florence
Philippe Toint (Visiting researcher)
15 Sep 2018 → 15 Oct 2018Activity: Visiting an external institution types › Visiting an external academic institution
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DIEF, University of Florence
Philippe Toint (Visiting researcher)
1 Oct 2017 → 31 Oct 2017Activity: Visiting an external institution types › Visiting an external academic institution
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Optimizing structured problems without derivatives and other new developments in the BFO package
Philippe Toint (Speaker)
3 Mar 2017Activity: Talk or presentation types › Invited talk