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Powell 无导数优化求解器。可求解黑箱优化,用于机器学习超参数调节。详情见项目主页 。 spread retract

  • Fortran 68.9%
  • MATLAB 15.9%
  • Python 15.0%
  • Makefile 0.2%
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Authors:    Tom M. RAGONNEAU (
            and Zaikun ZHANG (
            Department of Applied Mathematics,
            The Hong Kong Polytechnic University

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

We look forward to your feedback! Thank you very much!

June 2020, Hong Kong

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 for more information.

To use the MATLAB version of PDFO, see README_mat.txt.

To use the Python version of PDFO on Linux or Mac, see README_py_unix.txt.

To use the Python version of PDFO on Windows, see README_py_win.txt.

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

The development of this package is funded by the Hong Kong RGC Early Career
Scheme (PolyU 253012/17P), the Hong Kong Ph.D. Fellowship Scheme (PF18-24698),
and the Hong Kong Polytechnic University.

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

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