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Copy file name to clipboardExpand all lines: README.rst
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More details about Py-BOBYQA can be found in our papers:
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1. C. Cartis, J. Fiala, B. Marteau and L. Roberts, `Improving the Flexibility and Robustness of Model-Based Derivative-Free Optimization Solvers <https://arxiv.org/abs/1804.00154>`_, technical report, University of Oxford, (2018).
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2. C. Cartis, L. Roberts and O. Sheridan-Methven, `Escaping local minima with derivative-free methods: a numerical investigation <https://arxiv.org/abs/1812.11343>`_, technical report, University of Oxford, (2018).
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1. Coralia Cartis, Jan Fiala, Benjamina Marteau and Lindon Roberts, `Improving the Flexibility and Robustness of Model-Based Derivative-Free Optimization Solvers <https://arxiv.org/abs/1804.00154>`_, technical report, University of Oxford, (2018).
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2. Coralia Cartis, Lindon Roberts and Oliver Sheridan-Methven, `Escaping local minima with derivative-free methods: a numerical investigation <https://arxiv.org/abs/1812.11343>`_, technical report, University of Oxford, (2018).
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Please cite [1] when using Py-BOBYQA for local optimization, and [1,2] when using Py-BOBYQA's global optimization heuristic functionality. For reproducibility of all figures, please feel free to contact the authors.
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----------
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.. [CFMR2018]
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C. Cartis, J. Fiala, B. Marteau and L. Roberts, `Improving the Flexibility and Robustness of Model-Based Derivative-Free Optimization Solvers <https://arxiv.org/abs/1804.00154>`_, technical report, University of Oxford, (2018).
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Coralia Cartis, Jan Fiala, Benjamin Marteau and Lindon Roberts, `Improving the Flexibility and Robustness of Model-Based Derivative-Free Optimization Solvers <https://arxiv.org/abs/1804.00154>`_, technical report, University of Oxford, (2018).
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.. [CFMR2018]
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C. Cartis, J. Fiala, B. Marteau and L. Roberts, `Improving the Flexibility and Robustness of Model-Based Derivative-Free Optimization Solvers <https://arxiv.org/abs/1804.00154>`_, technical report, University of Oxford, (2018).
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Coralia Cartis, Jan Fiala, Benjamin Marteau and Lindon Roberts, `Improving the Flexibility and Robustness of Model-Based Derivative-Free Optimization Solvers <https://arxiv.org/abs/1804.00154>`_, technical report, University of Oxford, (2018).
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Full details of the Py-BOBYQA algorithm are given in our papers:
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1. C. Cartis, J. Fiala, B. Marteau and L. Roberts, `Improving the Flexibility and Robustness of Model-Based Derivative-Free Optimization Solvers <https://arxiv.org/abs/1804.00154>`_, technical report, University of Oxford, (2018).
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2. C. Cartis, L. Roberts and O. Sheridan-Methven, `Escaping local minima with derivative-free methods: a numerical investigation <https://arxiv.org/abs/1812.11343>`_, technical report, University of Oxford, (2018).
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1. Coralia Cartis, Jan Fiala, Benjamin Marteau and Lindon Roberts, `Improving the Flexibility and Robustness of Model-Based Derivative-Free Optimization Solvers <https://arxiv.org/abs/1804.00154>`_, technical report, University of Oxford, (2018).
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2. Coralia Cartis, Lindon Roberts and Oliver Sheridan-Methven, `Escaping local minima with derivative-free methods: a numerical investigation <https://arxiv.org/abs/1812.11343>`_, technical report, University of Oxford, (2018).
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Please cite [1] when using Py-BOBYQA for local optimization, and [1,2] when using Py-BOBYQA's global optimization heuristic functionality **(new in v1.1!)**.
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.. [CFMR2018]
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C. Cartis, J. Fiala, B. Marteau and L. Roberts, `Improving the Flexibility and Robustness of Model-Based Derivative-Free Optimization Solvers <https://arxiv.org/abs/1804.00154>`_, technical report, University of Oxford, (2018).
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Coralia Cartis, Jan Fiala, Benjamin Marteau and Lindon Roberts, `Improving the Flexibility and Robustness of Model-Based Derivative-Free Optimization Solvers <https://arxiv.org/abs/1804.00154>`_, technical report, University of Oxford, (2018).
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.. [Powell2009]
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M. J. D. Powell, `The BOBYQA algorithm for bound constrained optimization without derivatives <http://www.damtp.cam.ac.uk/user/na/NA_papers/NA2009_06.pdf>`_, technical report DAMTP 2009/NA06, University of Cambridge, (2009).
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Michael J. D. Powell, `The BOBYQA algorithm for bound constrained optimization without derivatives <http://www.damtp.cam.ac.uk/user/na/NA_papers/NA2009_06.pdf>`_, technical report DAMTP 2009/NA06, University of Cambridge, (2009).
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.. [CFMR2018]
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C. Cartis, J. Fiala, B. Marteau and L. Roberts, `Improving the Flexibility and Robustness of Model-Based Derivative-Free Optimization Solvers <https://arxiv.org/abs/1804.00154>`_, technical report, University of Oxford, (2018).
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Coralia Cartis, Jan Fiala, Benjamina Marteau and Lindon Roberts, `Improving the Flexibility and Robustness of Model-Based Derivative-Free Optimization Solvers <https://arxiv.org/abs/1804.00154>`_, technical report, University of Oxford, (2018).
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.. [CRO2018]
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C. Cartis, L. Roberts and O. Sheridan-Methven, `Escaping local minima with derivative-free methods: a numerical investigation <https://arxiv.org/abs/1812.11343>`_, technical report, University of Oxford, (2018).
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Coralia Cartis, Lindon Roberts and Oliver Sheridan-Methven, `Escaping local minima with derivative-free methods: a numerical investigation <https://arxiv.org/abs/1812.11343>`_, technical report, University of Oxford, (2018).
<tr><tdclass="label"><aclass="fn-backref" href="#id1">[CFMR2018]</a></td><td><olclass="first last upperalpha simple" start="3">
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<li>Cartis, J. Fiala, B. Marteau and L. Roberts, <aclass="reference external" href="https://arxiv.org/abs/1804.00154">Improving the Flexibility and Robustness of Model-Based Derivative-Free Optimization Solvers</a>, technical report, University of Oxford, (2018).</li>
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</ol>
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</td></tr>
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<tr><tdclass="label"><aclass="fn-backref" href="#id1">[CFMR2018]</a></td><td>Coralia Cartis, Jan Fiala, Benjamin Marteau and Lindon Roberts, <aclass="reference external" href="https://arxiv.org/abs/1804.00154">Improving the Flexibility and Robustness of Model-Based Derivative-Free Optimization Solvers</a>, technical report, University of Oxford, (2018).</td></tr>
\text{s.t.} &\quad a \leq x \leq b\end{split}\]</div>
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<p>Full details of the Py-BOBYQA algorithm are given in our papers:</p>
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<olclass="arabic simple">
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<li><olclass="first upperalpha" start="3">
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<li>Cartis, J. Fiala, B. Marteau and L. Roberts, <aclass="reference external" href="https://arxiv.org/abs/1804.00154">Improving the Flexibility and Robustness of Model-Based Derivative-Free Optimization Solvers</a>, technical report, University of Oxford, (2018).</li>
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</ol>
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<li><olclass="first upperalpha" start="3">
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<li>Cartis, L. Roberts and O. Sheridan-Methven, <aclass="reference external" href="https://arxiv.org/abs/1812.11343">Escaping local minima with derivative-free methods: a numerical investigation</a>, technical report, University of Oxford, (2018).</li>
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</li>
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<li>Coralia Cartis, Jan Fiala, Benjamin Marteau and Lindon Roberts, <aclass="reference external" href="https://arxiv.org/abs/1804.00154">Improving the Flexibility and Robustness of Model-Based Derivative-Free Optimization Solvers</a>, technical report, University of Oxford, (2018).</li>
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<li>Coralia Cartis, Lindon Roberts and Oliver Sheridan-Methven, <aclass="reference external" href="https://arxiv.org/abs/1812.11343">Escaping local minima with derivative-free methods: a numerical investigation</a>, technical report, University of Oxford, (2018).</li>
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<p>Please cite [1] when using Py-BOBYQA for local optimization, and [1,2] when using Py-BOBYQA’s global optimization heuristic functionality <strong>(new in v1.1!)</strong>.</p>
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<p>If you are interested in solving least-squares minimization problems, you may wish to try <aclass="reference external" href="https://github.com/numericalalgorithmsgroup/dfols">DFO-LS</a>, which has the same features as Py-BOBYQA (plus some more), and exploits the least-squares problem structure, so performs better on such problems.</p>
<tr><tdclass="label"><aclass="fn-backref" href="#id2">[CFMR2018]</a></td><td><olclass="first last upperalpha simple" start="3">
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<li>Cartis, J. Fiala, B. Marteau and L. Roberts, <aclass="reference external" href="https://arxiv.org/abs/1804.00154">Improving the Flexibility and Robustness of Model-Based Derivative-Free Optimization Solvers</a>, technical report, University of Oxford, (2018).</li>
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<tr><tdclass="label"><aclass="fn-backref" href="#id2">[CFMR2018]</a></td><td>Coralia Cartis, Jan Fiala, Benjamin Marteau and Lindon Roberts, <aclass="reference external" href="https://arxiv.org/abs/1804.00154">Improving the Flexibility and Robustness of Model-Based Derivative-Free Optimization Solvers</a>, technical report, University of Oxford, (2018).</td></tr>
<tr><tdclass="label"><aclass="fn-backref" href="#id1">[Powell2009]</a></td><td><olclass="first last upperalpha simple" start="13">
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<li><olclass="first upperalpha" start="10">
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<li><olclass="first upperalpha" start="4">
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<li>Powell, <aclass="reference external" href="http://www.damtp.cam.ac.uk/user/na/NA_papers/NA2009_06.pdf">The BOBYQA algorithm for bound constrained optimization without derivatives</a>, technical report DAMTP 2009/NA06, University of Cambridge, (2009).</li>
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<tr><tdclass="label"><aclass="fn-backref" href="#id1">[Powell2009]</a></td><td>Michael J. D. Powell, <aclass="reference external" href="http://www.damtp.cam.ac.uk/user/na/NA_papers/NA2009_06.pdf">The BOBYQA algorithm for bound constrained optimization without derivatives</a>, technical report DAMTP 2009/NA06, University of Cambridge, (2009).</td></tr>
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