References
- Berghen , F. V. and Bersini , H. 2005 . CONDOR, a new parallel, constrained extension of Powell's UOBYQA algorithm: experimental results and comparisons with the DFO algorithm . J. Comput. Appl. Math , 181 : 157 – 175 .
- Conn , A. R. , Scheinberg , K. and Toint , P. L. 1997 . “ On the convergence of derivative-free methods for unconstrained optimization ” . In Approximation Theory and Optimization: Tributes to M.J.D. Powell , Edited by: Iserles , A. and Buhmann , M. 83 – 108 . Cambridge : Cambridge University Press .
- Conn , A. R. , Scheinberg , K. and Toint , P. L. 1997 . Recent progress in unconstrained nonlinear optimization without derivatives . Math. Program. Ser. B , 79 : 397 – 414 .
- Conn , A. R. , Scheinberg , K. and Toint , P. L. A derivative free optimization algorithm in practice . Proceedings of the 7th AIAA/USAF/ISSMO Symposium on Multidisciplinary Analysis and Optimization . St. Louis.
- Conn , A. R. , Scheinberg , K. and Vicente , L. 2007 . Geometry of interpolation sets in derivative free optimization . Math. Program. Ser. A , 111 : 141 – 172 .
- Deng , G. and Ferris , M. Adaptation of the UOBYQA algorithm for noisy functions . Proceedings of the 38th conference on Winter simulation, Winter Simulation Conference . Monterey, CA. pp. 312 – 319 .
- Dolan , E. D. and Moré , J. J. 2002 . Benchmarking optimization software with performance profiles . Math. Program. Ser. A , 91 : 201 – 213 .
- Fourer , R. , Gay , D. M. and Kernighan , B. W. 1993 . “ AMPL: A Modeling Language for Mathematical Programming ” . Danvers, MA : Scientific Press . Available at wwww.ampl.com
- Marazzi , M. and Nocedal , J. 2002 . Wedge trust region methods for derivative free optimization . Math. Program. Ser. A , 91 : 289 – 305 .
- Moré , J. J. and Sorensen , D. C. 1983 . Computing a trust region step . SIAM J. Sci. Stat. Comput , 4 : 553 – 572 .
- Moré , J. J. and Wild , S. 2007 . Benchmarking derivative-free optimization algorithms . December Tech. Rep. Preprint ANL/MCS-P1471-1207, Argonne National Laboratory
- Oeuvray , R. and Bierlaire , M. 2008 . BOOSTERS, a derivative-free algorithm based on radial basis functions . Int. J. Model. Simul , to appear
- Powell , M. J.D. A direct search optimization method that models the objective and constraint functions by linear interpolation, Advances in Optimization and Numerical Analysis . Proceedings of the Sixth Workshop on Optimization and Numerical Analysis . Dordrecht, Mexico. Edited by: Gomez , S. and Hennart , J. P. Vol. 275 , pp. 51 – 67 . Kluwer Academic Publishers .
- Powell , M. J.D. 1998 . Direct search algorithms for optimization calculations . Acta Numer , 7 : 287 – 336 .
- Powell , M. J.D. 2002 . UOBYQA: unconstrained optimization by quadratic approximation . Math. Program , 92 : 555 – 582 .
- Powell , M. J.D. 2003 . “ On the use of quadratic models in unconstrained minimization without derivatives ” . Cambridge, , England : Cambridge University . Tech. Rep. DAMTP 2003/NA03, Department of Applied Mathematics and Theoretical Physics
- Powell , M. J.D. 2003 . On trust-region methods for unconstrained minimization without derivatives . Math. Program , 97 : 605 – 623 .
- Powell , M. J.D. 2004 . Least Frobenius norm updating of quadratic models that satisfy interpolation conditions, Math . Program , 100 : 183 – 215 .
- Powell , M. J.D. 2007 . New developments of NEWUOA for minimization without derivatives . Tech. Rep , DAMPT 2007/NA05, Department of Applied Mathematics and Theoretical Physics, University of Cambridge
- Waltz , R. A. and Plantenga , T. D. February 2006 . “ Knitro 5.0 User's Manual ” . In Tech. Rep , February , Evanston, IL : Ziena Optimization, Inc .