Notes de cours / Lessons
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#1 Introduction and engineering applications
#2 Benchmarking DFO algorithms
#3 Mathematical concepts
#4 Traditional Methods
#5 Software
#6 Heuristics and statistical methods
#7 Model-based methods
#8 Direct Search Methods
#9 Constraints Handling
#10 Multi-Objective Optimization
#11 Surrogates
#12 Extensions
Liens / Links
- Free solvers:
- Commercial solvers:
- Free toolboxes:
- Problems:
- COCO platform
- SimOpt testbed
- CUTEst collection
- Moré and Wild problems
- GRIEWANK
- MDO
- PORTFOLIO
- STYRENE
- SOLAR
- Decison Tree for Optimization Software
- Blackbox optimization competitions:
- Black Box Optimization Competition (BBComp)
- Combinatorial Black-Box Optimization (CBBOC)
- Wind Farm Layout Optimization Competition
- Books:
- Derivative-Free and Blackbox Optimization (Audet, Hare, 2017).
- Introduction to Derivative-Free Optimization (Conn, Scheinberg, Vicente, 2009).
| Name | Method | Interface |
|---|---|---|
| AMGA2 | Genetic Algorithm (biobj.) | C++ |
| APPSPACK | Pattern Search | C++ |
| BFO | Direct Search | MATLAB |
| BOBYQA | Derivative-Free Trust-Region | FORTRAN |
| CMA-ES | Evolutionary | Multiple |
| COBYLA | Derivative-Free Trust-Region | FORTRAN |
| CONDOR | Derivative-Free Trust-Region | MATLAB |
| DEFT-FUNNEL | Derivative-Free Trust-Funnel | MATLAB |
| DFO | Derivative-Free Trust-Region | FORTRAN |
| DFO | Derivative-Free Trust-Region | PYTHON |
| DIRECT | DIRECT | FORTRAN |
| HOPSPACK | Generating Set Search | C++ |
| IFFCO | Implicit Filtering | FORTRAN |
| IMFIL | Implicit Filtering | MATLAB |
| LINCOA | Derivative-Free Trust-Region | FORTRAN |
| NOMAD | Mesh Adaptive Direct Search | Mulitple |
| Nevergrad | Mulitple | PYTHON |
| NEWUOA | Derivative-Free Trust-Region | FORTRAN |
| NSGA-II | Genetic Algorithm (biobj.) | C |
| NMSMAX | Nelder-Mead | MATLAB |
| ORBIT | Derivative-Free Trust-Region | MATLAB |
| PDFO | Derivative-Free Trust-Region | MATLAB/PYTHON |
| PSwarm | Pattern Search / Particle Swarm | Multiple |
| SID-PSM | Pattern Search | MATLAB |
| PyOPUS | Direct Search | PYTHON |
| PySOT | Surrogates | PYTHON |
| RBFopt | RBF surrogates | PYTHON |
| simple_mads | Mesh Adaptive Direct Search | MATLAB |
| SNOBFIT | Derivative-Free Trust-Region | MATLAB |
| Wedge | Derivative-Free Trust-Region | MATLAB |
| Name | Interface |
|---|---|
| KNITRO | Multiple |
| TOMLAB | MATLAB |
| Name | Interface |
|---|---|
| COINOR | Multiple |
| Dakota | C++ |
| DFL | Multiple |
| NEOS | Multiple |
| NLopt | Multiple |
| OpenSolver | EXCEL |
| Opti Toolbox | MATLAB |