Software

Software by late Professor M. J. D. Powell and PDFO

During his last days, Professor Powell kindly sent me the source code of his optimization software and authorized me to maintain it here. The software is also maintained at CCPForge by Professor Nick Gould and me. If you have problems in downloading, please feel free to contact me. In case of technical questions on the code or the algorithms, you may also contact us and we will do our best to help.

PDFO provides cross-platform interfaces for using the derivative-free optimization solvers listed below. It currently supports MATLAB and Python.  [download]

  • COBYLA (Constrained Optimization BY Linear Approximations), an algorithm that seeks the least value of a nonlinear function subject to nonlinear inequality constraints without using derivatives of the objective function or the constraints. Single precision only. [.tar.gz] [.zip] [paper] [wikipedia]

  • UOBYQA (Unconstrained Optimization BY Quadratic Approximation), an algorithm that solves unconstrained optimization problems without using derivatives. For general usage, NEWUOA is recommended to replace UOBYQA. [.tar.gz] [.zip] [paper] [wikipedia]

  • NEWUOA, an algorithm that solves unconstrained optimization problems without using derivatives. In general it is much more efficient than UOBYQA and is capable of solving problems with several hundreds of variables. [.tar.gz] [.zip] [paper] [wikipedia]

  • BOBYQA (Bound Optimization BY Quadratic Approximation), an algorithm that seeks the least value of a nonlinear function subject to bound constraints without using derivatives of the objective function. [.tar.gz] [.zip] [paper] [wikipedia]

  • LINCOA (LINearly Constrained Optimization Algorithm), an algorithm that seeks the least value of a nonlinear function subject to linear inequality constraints without using derivatives of the objective function. Professor Powell did not publish a paper to introduce LINCOA. [.tar.gz] [.zip] [wikipedia]

Software by myself

  • PDFO (Powell's Derivative-Free Optimization solvers) is a cross-platform package providing interfaces for using late Professor M. J. D. Powell's derivative-free optimization solvers, including UOBYQA, NEWUOA, BOBYQA, LINCOA, and COBYLA. Joint work with Tom M. Ragonneau.  [download]