README.txt

This is the reference implementation of Powell's derivative-free optimization methods, namely COBYLA,
UOBYQA, NEWUOA, BOBYQA, and LINCOA.

Coded by Zaikun ZHANG (www.zhangzk.net) based on the following papers and Powell's code, with
modernization, bug fixes, and improvements.

[1] M. J. D. Powell, A direct search optimization method that models the objective and constraint
functions by linear interpolation, In Advances in Optimization and Numerical Analysis, eds. S. Gomez
and J. P. Hennart, pages 51--67, Springer Verlag, Dordrecht, Netherlands, 1994

[2] M. J. D. Powell, UOBYQA: unconstrained optimization by quadratic approximation, Math. Program.,
92(B):555--582, 2002

[3] M. J. D. Powell, The NEWUOA software for unconstrained optimization without derivatives,
In Large-Scale Nonlinear Optimization, eds. G. Di Pillo and M. Roma, pages 255--297, Springer,
New York, US, 2006

[4] M. J. D. Powell, The BOBYQA algorithm for bound constrained optimization without derivatives,
Technical Report DAMTP 2009/NA06, Department of Applied Mathematics and Theoretical Physics,
Cambridge University, Cambridge, UK, 2009

[5] M. J. D. Powell, On fast trust region methods for quadratic models with linear constraints,
Math. Program. Comput., 7:237--267, 2015

See the directory "original" for Powell's code.

Dedicated to the late Professor M. J. D. Powell FRS (1936--2015).

Started in July 2020.