An implementation of a Derivative-Free algorithm for bound constrained optimization problems. Available in: Python; Fortran90; C; Matlab; Julia
Copyright (C) 2011 - G. Liuzzi, S. Lucidi, M. Sciandrone
GNU GPL license
This program is free software: you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation, either version 3 of the License, or
(at your option) any later version.
This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU General Public License for more details.
You should have received a copy of the GNU General Public License
along with this program. If not, see http://www.gnu.org/licenses/
Relevant Publications
S. Lucidi, M. Sciandrone. A Derivative-Free Algorithm for Bound Constrained Optimization, Computational Optimization and Applications, 21(2): 119-142 (2002) DOI: 10.1023/A:1013735414984
A penalty-barrier derivative-free algorithm for the solution of constrained black-box minimization problems Available in: Python
Copyright (C) 2022 - A. Brilli, G. Liuzzi, S. Lucidi
GNU GPL license
This program is free software: you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation, either version 3 of the License, or
(at your option) any later version.
This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU General Public License for more details.
You should have received a copy of the GNU General Public License
along with this program. If not, see http://www.gnu.org/licenses/
Relevant Publications
A. Brilli, G. Liuzzi, S. Lucidi (2022). An interior point method for nonlinear constrained derivative-free optimization. Pre-print available at https://arxiv.org/abs/2108.05157
Optimize, Refine and Drop (ORD) is a derivative-free solver for structured derivative-free optimization and black-box adversarial attacks problems. ORD is available for download on github at https://github.com/acristofari/ord Available in: Matlab
Copyright (C) 2021 - A. Cristofari, F. Rinaldi
GNU GPL license
This program is free software: you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation, either version 3 of the License, or
(at your option) any later version.
This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU General Public License for more details.
You should have received a copy of the GNU General Public License
along with this program. If not, see http://www.gnu.org/licenses/
Relevant Publications
A. Cristofari, F. Rinaldi (2021). A Derivative-Free Method for Structured Optimization Problems. SIAM Journal on Optimization, 31(2):1079-1107
An implementation of a Derivative-Free algorithm for bound constrained optimization problems. Available in: Python; Fortran90
Copyright (C) 2011 - G. Liuzzi, S. Lucidi, M. Sciandrone
GNU GPL license
This program is free software: you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation, either version 3 of the License, or
(at your option) any later version.
This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU General Public License for more details.
You should have received a copy of the GNU General Public License
along with this program. If not, see http://www.gnu.org/licenses/
Relevant Publications
S. Lucidi, M. Sciandrone. A Derivative-Free Algorithm for Bound Constrained Optimization, Computational Optimization and Applications, 21(2): 119-142 (2002) DOI: 10.1023/A:1013735414984
A Derivative-Free algorithm for general (inequality) constrained optimization problems (The C version of the code has been kindly provided by Prof. Klaus Truemper from University of Texas at Dallas). Available in: Matlab; Fortran90; C
Copyright (C) 2011 - G. Liuzzi, S. Lucidi, M. Sciandrone, K. Truemper
GNU GPL license
This program is free software: you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation, either version 3 of the License, or
(at your option) any later version.
This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU General Public License for more details.
You should have received a copy of the GNU General Public License
along with this program. If not, see http://www.gnu.org/licenses/
Relevant Publications
G. Liuzzi, S. Lucidi, M. Sciandrone. Sequential Penalty Derivative-free Methods for Nonlinear Constrained Optimization, SIAM Journal on Optimization, 20(5): 2614-2635 (2010) DOI: 10.1137/090750639G. Liuzzi, K. Truemper. Parallelized hybrid optimization methods for nonsmooth problems using NOMAD and linesearch, Computational and Applied Mathematics, 37(3):3172-3207 (2018) DOI: 10.1007/s40314-017-0505-2
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