2023
DOI: 10.48550/arxiv.2302.13246
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PDFO: A Cross-Platform Package for Powell's Derivative-Free Optimization Solvers

Abstract: Late Professor M. J. D. Powell designed five trust-region derivative-free optimization methods, namely COBYLA, UOBYQA, NEWUOA, BOBYQA, and LINCOA. He also carefully implemented them into publicly available solvers, which are renowned for their robustness and efficiency. However, the solvers were implemented in Fortran 77 and hence may not be easily accessible to some users. We introduce the PDFO package, which provides user-friendly Python and MATLAB interfaces to Powell's code. With PDFO, users of such langua… Show more

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Cited by 2 publications
(2 citation statements)
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“…The penalty method was used because the field strength constraints are 'soft constraints'-they do not need to be satisfied exactly. Powell's BOBYQA algorithm [50] within the Python package PDFO [51] was used to solve equation (24). BOBYQA is a derivative-free trust region method that uses local quadratic approximations of the objective to make progress towards a minimum.…”
Section: Methodsmentioning
confidence: 99%
“…The penalty method was used because the field strength constraints are 'soft constraints'-they do not need to be satisfied exactly. Powell's BOBYQA algorithm [50] within the Python package PDFO [51] was used to solve equation (24). BOBYQA is a derivative-free trust region method that uses local quadratic approximations of the objective to make progress towards a minimum.…”
Section: Methodsmentioning
confidence: 99%
“…It is an unrestrained parameter fi�ng algorithm that does not need gradients. We used the implementa�on in the python package PDFO 1.2 63 . The default convergence criteria were used, and the ini�al guessing radius parameter rhobeg was set to 0.01.…”
Section: Fi�ng Algorithmmentioning
confidence: 99%