Summary : |
NEWUOA is a software developped by M.J.D. Powell for unconstrained optimization without derivatives |
Description : | The NEWUOA seeks the least value of a function F(x) (x is a vector of dimension n ) when F(x) can be calculated for any vector of variables x . The algorithm is iterative, a quadratic model being required at the beginning of each iteration, which is used in a trust region procedure for adjusting the variables. When the quadratic model is revised, the new model interpolates F at m points, the value m=2n+1 being recommended. |
Corresponding Author : |
Matthieu GUILBERT |
Website : | http://www.inrialpes.fr/bipop/people/guilbert/newuoa/newuoa.html |