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.
BFO, a trainable derivative-free brute force optimizer for nonlinear bound-constrained optimization and equilibrium computations with continuous and discrete variables / Porcelli M.; Toint P.L.. - In: ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE. - ISSN 0098-3500. - ELETTRONICO. - 44:1(2017), pp. 6.1-6.25. [10.1145/3085592]
BFO, a trainable derivative-free brute force optimizer for nonlinear bound-constrained optimization and equilibrium computations with continuous and discrete variables
Porcelli M.
;
2017
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.File | Dimensione | Formato | |
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