• Corpus ID: 2488733

The BOBYQA algorithm for bound constrained optimization without derivatives

  title={The BOBYQA algorithm for bound constrained optimization without derivatives},
  author={M. J. D. Powell},
BOBYQA is an iterative algorithm for finding a minimum of a function F(x), x2R n , subject to bounds axb on the variables, F being specified by a "black box" that returns the value F(x) for any feasible x. Each iteration employs a quadratic approximation Q to F that satisfies Q(y j )= F(y j ), j =1 ,2,...,m, the interpolation points y j being chosen and adjusted automatically, but m is a prescribed constant, the value m =2 n+1 being typical. These conditions leave much freedom in Q, taken up… 

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