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Papers for the algos: [50] M. J. D. Powell. A direct search optimization method that models the objective and constraint functions by linear interpolation. In
by djoldman 3y ago
Papers for the algos:
[50] M. J. D. Powell. A direct search optimization method that models the objective and constraint functions by linear interpolation. In S. Gomez and J. P. Hennart, editors, Advances in Optimization and Numerical Analysis, pages 51–67, Dordrecht, NL, 1994.
[53] M. J. D. Powell. UOBYQA: unconstrained optimization by quadratic approximation. Math. Program., 92:555–582, 2002.
[56] M. J. D. Powell. The NEWUOA software for unconstrained optimization without derivatives. In G. Di Pillo and M. Roma, editors, Large-Scale Nonlinear Optimization, volume 83 of Nonconvex Optimization and Its Applications, pages 255–297, Boston, MA, USA, 2006.
[58] M. J. D. Powell. The BOBYQA algorithm for bound constrained optimization without derivatives. Technical Report DAMTP 2009/NA06, Department of Applied Mathematics and Theoretical Physics, University of Cambridge, Cambridge, UK, 2009.
- domcoltd 3y agoGood coffee is needed to understand Powell’s papers on these algorithms. If you don’t have, section 3 of the following paper is a good place to start with: https://arxiv.org/pdf/2302.13246.pdf https://arxiv.org/pdf/2302.13246.pdf
- EVa5I7bHFq9mnYK 3y agoI remember using a program to find a function maximum using parabolic approximation on my programmable calculator in the 80s. Everything new is well forgotten old.