https://github.com/emmt/powellmethods.jl

Julia interface to some derivative-free optimization algorithms by M.J.D. Powell
https://github.com/emmt/powellmethods.jl

Last synced: 9 months ago
JSON representation

Julia interface to some derivative-free optimization algorithms by M.J.D. Powell

• Host: GitHub
• URL: https://github.com/emmt/powellmethods.jl
• Owner: emmt
• License: mit
• Created: 2024-02-01T15:35:45.000Z (over 2 years ago)
• Default Branch: main
• Last Pushed: 2024-11-22T14:05:54.000Z (over 1 year ago)
• Last Synced: 2025-03-23T22:34:48.897Z (about 1 year ago)
• Language: Julia
• Size: 107 KB
• Stars: 2
• Watchers: 1
• Forks: 1
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE.md

Awesome Lists containing this project

README

          
# PowellMethods

[![License](http://img.shields.io/badge/license-MIT-brightgreen.svg?style=flat)](./LICENSE.md)

[![Build Status](https://github.com/emmt/PowellMethods.jl/actions/workflows/CI.yml/badge.svg?branch=main)](https://github.com/emmt/PowellMethods.jl/actions/workflows/CI.yml?query=branch%3Amain)

[![Coverage](https://codecov.io/gh/emmt/PowellMethods.jl/branch/main/graph/badge.svg)](https://codecov.io/gh/emmt/PowellMethods.jl)

`PowellMethods` is a [Julia](http://julialang.org/) interface to some of the

derivative-free optimization algorithms by M.J.D. Powell:

* `COBYLA` (Powell, 1994) accounts for general inequality constraints.

* `NEWUOA` (Powell, 2006) is for unconstrained optimization.

* `BOBYQA` (Powell, 2009) accounts for bound constraints on the variables.

This package is a wrapper over the implementations of these algorithms in the C

language in [`OptimPack`](https://github.com/emmt/OptimPack) libraries. Precompiled

versions of these libraries are provided by

[`OptimPack_jll`](https://github.com/JuliaBinaryWrappers/OptimPack_jll.jl)

package.

For a more mature interface to M.J.D. Powell algorithms, I strongly recommend to use the [`PRIMA`](https://github.com/libprima/PRIMA.jl) package.

## Installation

The easiest way to install `PowellMethods` is via Julia registry

[`EmmtRegistry`](https://github.com/emmt/EmmtRegistry):

```julia

using Pkg

pkg"registry add General"  # if not yet any registries

pkg"registry add https://github.com/emmt/EmmtRegistry"

pkg"add PowellMethods"

```

## References

* M.J.D. Powell, "*A direct search optimization method that models the

  objective and constraint functions by linear interpolation*" in Advances in

  Optimization and Numerical Analysis Mathematics and Its Applications, vol.

  **275** (eds. Susana Gomez and Jean-Pierre Hennart), Kluwer Academic

  Publishers, pp. 51-67 (1994).

* M.J.D. Powell, "*The NEWUOA software for unconstrained minimization without

  derivatives*" in Large-Scale Nonlinear Optimization, editors G. Di Pillo and

  M. Roma, Springer, pp. 255-297 (2006).

* M.J.D. Powell, "*The BOBYQA Algorithm for Bound Constrained Optimization

  Without Derivatives*", Technical report, Department of Applied Mathematics

  and Theoretical Physics, University of Cambridge (2009).