[PDF][PDF] The BOBYQA algorithm for bound constrained optimization without derivatives
MJD Powell - Cambridge NA Report NA2009/06, University of …, 2009 - damtp.cam.ac.uk
MJD Powell
Cambridge NA Report NA2009/06, University of Cambridge, Cambridge, 2009•damtp.cam.ac.ukBOBYQA is an iterative algorithm for finding a minimum of a function F (x), x∈ Rn, subject to
bounds a≤ x≤ b on the variables, F being specified by a “black box” that returns the value F
(x) for any feasible x. Each iteration employs a quadratic approximation Q to F that satisfies
Q (yj
bounds a≤ x≤ b on the variables, F being specified by a “black box” that returns the value F
(x) for any feasible x. Each iteration employs a quadratic approximation Q to F that satisfies
Q (yj
Abstract
BOBYQA is an iterative algorithm for finding a minimum of a function F (x), x∈ Rn, subject to bounds a≤ x≤ b on the variables, F being specified by a “black box” that returns the value F (x) for any feasible x. Each iteration employs a quadratic approximation Q to F that satisfies Q (y j
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