without derivatives

Developments of NEWUOA for unconstrained minimization without derivatives

  • M.J.D. Powell
    • Categories Bound-constrained Optimization, Unconstrained Optimization Tags , , , , ,

    The NEWUOA software is described briefly, with some numerical results that show good efficiency and accuracy in the unconstrained minimization without derivatives of functions of up to 320 variables. Some preliminary work on an extension of NEWUOA that allows simple bounds on the variables is also described. It suggests a variation of a technique in … Read more

    A view of algorithms for optimization without derivatives

  • M.J.D. Powell
    • Categories Unconstrained Optimization Tags , , , ,

    Let the least value of a function of many variables be required. If its gradient is available, then one can tell whether search directions are downhill, and first order conditions help to identify the solution. It seems in practice, however, that the vast majority of unconstrained calculations do not employ any derivatives. A view of … Read more