Software:PDFO
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| Original author(s) | Michael J. D. Powell |
|---|---|
| Developer(s) | Tom M. Ragonneau and Zaikun Zhang, The Hong Kong Polytechnic University |
| Stable release | v1.0
/ June 10, 2020 |
| Repository | github |
| Written in | MATLAB, Python |
| Operating system | Linux, macOS, Microsoft Windows |
| Platform | x86, x86-64 |
| Available in | English |
| Type | Optimization software |
| License | GNU Lesser General Public License |
| Website | www |
PDFO (Powell's Derivative-Free Optimization solvers)[1] is a cross-platform package providing interfaces for using Michael J. D. Powell's derivative-free optimization solvers, including COBYLA, UOBYQA, NEWUOA, BOBYQA, and LINCOA, which were originally implemented in Fortran 77. PDFO is included in the Decision Tree for Optimization Software [2] under the category of "The general nonlinear Problem; Using function values only". Here "general nonlinear Problem" includes unconstrained, bound-constrained, linearly constrained, and nonlinearly constrained problems.
Powell's solvers are devised to tackle general nonlinear optimization problems of continuous variables with or without constraints using only function values but not derivatives of the objective function or nonlinear constraint functions. [3] In practice, such functions are often black boxes defined by simulations.[4][5] <ref>{{cite journal|last=Larson|first=J.|last2=Menickelly|first2=M.|last3=Wild|first3=S. M.|title=Derivative-free optimization methods|journal=Acta Numerica|accessdate=2020-04-19
The current version of PDFO supports MATLAB and Python. It relies on MEX for MATLAB and F2PY for Python to compile the Fortransolvers and wrap them into user-friendly functions.
PDFO is distributed under the GNU Lesser General Public License (LGPL).[1]
See also
References
- ↑ 1.0 1.1 "Homepage of PDFO". https://www.pdfo.net. Retrieved 2020-04-14.
- ↑ Mittelmann, Hans D.. "Decision Tree for Optimization Software". http://plato.asu.edu/sub/nlores.html#general. Retrieved 2020-07-03.
- ↑ M. J. D. Powell (2007). A view of algorithms for optimization without derivatives. Cambridge University Technical Report DAMTP 2007.
- ↑ Conn, A. R.; Scheinberg, K.; Vicente, L. N. (2009). Introduction to Derivative-Free Optimization. MPS-SIAM Book Series on Optimization. Philadelphia: SIAM. http://www.mat.uc.pt/~lnv/idfo/. Retrieved 2014-01-18.
- ↑ Audet, Charles; Harre, Warren (2017). Derivative-Free and Blackbox Optimization. Springer Series in Operations Research and Financial Engineering. Berlin: Springer. https://www.springer.com/gp/book/9783319689128. Retrieved 2020-04-19.
External links
- Latest version of PDFO
- Decision Tree for Optimization Software
- Homepage of PDFO
- GitHub repository of PDFO (mirrored on Gitee and GitLab)
- PDFO on PyPI
- MATLAB File Exchange of PDFO
- PDFO: Powell's Derivative-Free Optimization Solvers with MATLAB and Python Interfaces
- An introduction to PDFO in "宝藏数学家的优化人生", a biography of Michael J. D. Powell (in Chinese)
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