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 (fpm) is a great package manager and build system for Fortran. You can build using provided fpm.toml:

fpm build

To use PowellOpt within your fpm project, add the following to your fpm.toml file:

[dependencies]
PowellOpt = { git="https://github.com/jacobwilliams/PowellOpt.git" }

Documentation

• The API documentation for the current master branch can be found here. This is generated by processing the source files with 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.

See also

• Original sourcecode
• PRIMA Modernized reference implementations for Powell's derivative-free optimization methods.