A derivative-free trust-region algorithm for the unconstrained optimization of nonsmooth black-box functions. Available in: Matlab
Copyright (C) 2019 - G. Liuzzi, S. Lucidi, F. Rinaldi, L.N. Vicente

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.S. Bandeira, K. Scheinberg, and L.N. Vicente, Computation of sparse low degree interpolating polynomials and their application to derivative-free optimization, Mathematical Programming, 134 (2012) 223-257

G. Liuzzi, S. Lucidi, F. Rinaldi, and L.N. Vicente, Trust-Region Methods for the Derivative-Free Optimization of Nonsmooth Black-Box Functions, SIAM Journal on Optimization, 29(4): 3012-3035 (2019) DOI:10.1137/19M125772X

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A derivative-free method for Nonlinear Finite Minimax Optimization problems. Available in: 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

G. Liuzzi, S. Lucidi, M. Sciandrone. A Derivative-free Algorithm for Linearly Constrained Finite Minimax Problems, SIAM Journal on Optimization, 16(4): 1054-1075 (2006) DOI: 10.1137/040615821

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A linesearch-based derivative-free algorithm to nonsmooth 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: Fortran90; C
Copyright (C) 2013 - G.Fasano, G.Liuzzi, S.Lucidi, F.Rinaldi, 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.Fasano, G.Liuzzi, S.Lucidi, F.Rinaldi. A Linesearch-based Derivative-free Approach for Nonsmooth Constrained Optimization, SIAM Journal on Optimization, 24(3): 959-992 (2014) DOI: 10.1137/130940037

G.Liuzzi, K.Truemper. Parallelized hybrid optimization methods for nonsmooth problems using NOMAD and linesearch, Computational and Applied Mathematics, 37: 3172-3207 (2018) DOI: 10.1007/s40314-017-0505-2

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