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https://github.com/jacobwilliams/powellopt
Optimization algorithms by M.J.D. Powell
https://github.com/jacobwilliams/powellopt
constrained-optimization fortran fortran-package-manager nonlinear-optimization numerical-optimization optimization unconstrained-optimization
Last synced: about 6 hours ago
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Optimization algorithms by M.J.D. Powell
- Host: GitHub
- URL: https://github.com/jacobwilliams/powellopt
- Owner: jacobwilliams
- License: other
- Created: 2015-07-18T22:53:17.000Z (over 9 years ago)
- Default Branch: master
- Last Pushed: 2023-12-02T16:33:56.000Z (11 months ago)
- Last Synced: 2024-01-30T09:13:05.334Z (9 months ago)
- Topics: constrained-optimization, fortran, fortran-package-manager, nonlinear-optimization, numerical-optimization, optimization, unconstrained-optimization
- Language: Fortran
- Homepage:
- Size: 2.19 MB
- Stars: 34
- Watchers: 8
- Forks: 7
- Open Issues: 2
-
Metadata Files:
- Readme: README.md
- License: LICENSE.md
Awesome Lists containing this project
README
Optimization algorithms by M.J.D. Powell
### About
This is a collection of derivative-free optimization algorithms by M.J.D. Powell.
The package contains:
* LINCOA (LINearly Constrained Optimization Algorithm)
* BOBYQA (Bound Optimization BY Quadratic Approximation)
* NEWUOA (NEW Unconstrained Optimization Algorithm)
* UOBYQA (Unconstrained Optimization BY Quadratic Approximation)
* COBYLA (Constrained Optimization BY Linear Approximations)
### Building
The [Fortran Package Manager](https://github.com/fortran-lang/fpm) (fpm) is a great package manager and build system for Fortran.
You can build using provided `fpm.toml`:
```bash
fpm build
```
To use `PowellOpt` within your fpm project, add the following to your `fpm.toml` file:
```toml
[dependencies]
PowellOpt = { git="https://github.com/jacobwilliams/PowellOpt.git" }
```
### Documentation
* The API documentation for the current ```master``` branch can be found [here](https://jacobwilliams.github.io/PowellOpt/). This is generated by processing the source files with [FORD](https://github.com/Fortran-FOSS-Programmers/ford).
### License
The original routines were written in FORTRAN 77. They have been refactored into
modern Fortran for this package. The original sourcecode was written by Powell and
released without charges or restrictions (see below). The modifications are released
under a [BSD-style license](https://github.com/jacobwilliams/PowellOpt/blob/master/LICENSE).
### See also
* [Original sourcecode](http://mat.uc.pt/~zhang/software.html)
* [PRIMA](https://github.com/libprima/prima) Modernized reference implementations for Powell's derivative-free optimization methods.