Tom M. Ragonneau

Model-Based Derivative-Free Optimization Methods and Software

  • Tom M. Ragonneau
    • Categories Constrained Nonlinear Optimization, Nonlinear Optimization, Optimization Software and Modeling Systems

    This thesis studies derivative-free optimization (DFO), particularly model-based methods and software. These methods are motivated by optimization problems for which it is impossible or prohibitively expensive to access the first-order information of the objective function and possibly the constraint functions. In particular, this thesis presents PDFO, a package we develop to provide both MATLAB and Python … Read more

    PDFO: A Cross-Platform Package for Powell’s Derivative-Free Optimization Solvers

  • Tom M. Ragonneau
  • Zaikun Zhang
    • Categories Nonlinear Optimization, Optimization Software and Modeling Systems Tags , , , , ,

    The late Professor M. J. D. Powell devised five trust-region derivative-free optimization methods, namely COBYLA, UOBYQA, NEWUOA, BOBYQA, and LINCOA. He also carefully implemented them into publicly available solvers, which are renowned for their robustness and efficiency. However, the solvers were implemented in Fortran 77 and hence may not be easily accessible to some users. … Read more

    An Optimal Interpolation Set for Model-Based Derivative-Free Optimization Methods

  • Tom M. Ragonneau
  • Zaikun Zhang
    • Categories Nonlinear Optimization Tags , , , ,

    This paper demonstrates the optimality of an interpolation set employed in derivative-free trust-region methods. This set is optimal in the sense that it minimizes the constant of well-poisedness in a ball centred at the starting point. It is chosen as the default initial interpolation set by many derivative-free trust-region methods based on underdetermined quadratic interpolation, … Read more