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

---