Developments of NEWUOA for minimization without derivatives

Volume: 28, Issue: 4, Pages: 649 - 664
Published: Feb 27, 2008
Abstract
The NEWUOA software is described briefly, with some numerical results that show good efficiency and accuracy in the unconstrained minimization without derivatives of functions of up to 320 variables. Some preliminary work on an extension of NEWUOA that allows simple bounds on the variables is also described. It suggests a variation of a technique in NEWUOA for maintaining adequate linear independence in the interpolation conditions that are...
Paper Details
Title
Developments of NEWUOA for minimization without derivatives
Published Date
Feb 27, 2008
Volume
28
Issue
4
Pages
649 - 664
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