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PDFO: Powell's Derivative-Free Optimization solvers

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

Getting started

PDFO (Powell's Derivative-Free Optimization solvers) is a cross-platform package providing interfaces for using late Professor M. J. D. Powell's derivative-free optimization solvers, including UOBYQA, NEWUOA, BOBYQA, LINCOA, and COBYLA. See https://www.pdfo.net for more information.

This package makes use of a modified version of Powell's Fortran code. See the folder original under fsrc for Powell's original code.

Acknowledgments

PDFO is dedicated to the memory of late Professor Powell with gratitude for his inspiration and for the treasures he left to us.

We are grateful to Professor Ya-xiang Yuan for his everlasting encouragement and support.

The development of PDFO is a long-term project, which would not be sustainable without the continued funds from the Hong Kong Research Grants Council (ref. PolyU 253012/17P, PolyU 153054/20P, and PolyU 153066/21P), the Hong Kong Ph.D. Fellowship Scheme (ref. PF18-24698), and the Hong Kong Polytechnic University (PolyU), in particular the Department of Applied Mathematics (AMA).