A Derivative-Free and Ready-to-Use NLP Solver for Matlab or Octave

This paper introduces a derivative-free and ready-to-use solver for nonlinear programs with nonlinear equality and inequality constraints (NLPs). Using finite differences and a sequential quadratic programming (SQP) approach, the algorithm aims at finding a local minimizer and no extra attempt is made to generate a globally optimal solution. Due to the use of finite differences, … Read more

Calibration by Optimization Without Using Derivatives

Applications in engineering frequently require the adjustment of certain parameters. While the mathematical laws that determine these parameters often are well understood, due to time limitations in every day industrial life, it is typically not feasible to derive an explicit computational procedure for adjusting the parameters based on some given measurement data. This paper aims … Read more