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PDFO: Cross-Platform Interfaces for Powell's Derivative-Free Optimization Solvers

Tom M. Ragonneau; Zaikun Zhang

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  "publisher": "Zenodo", 
  "DOI": "10.5281/zenodo.3887569", 
  "title": "PDFO: Cross-Platform Interfaces for Powell's Derivative-Free Optimization Solvers", 
  "issued": {
    "date-parts": [
  "abstract": "<p><a href=\"\">PDFO</a> (Powell&#39;s Derivative-Free Optimization solvers) is a cross-platform package providing interfaces for using late Professor&nbsp;<a href=\"\">M. J. D. Powell</a>&#39;s&nbsp;<a href=\"\">derivative-free optimization</a>&nbsp;solvers, including&nbsp;<a href=\"\">UOBYQA</a>,&nbsp;<a href=\"\">NEWUOA</a>,&nbsp;<a href=\"\">BOBYQA</a>,&nbsp;<a href=\"\">LINCOA</a>, and&nbsp;<a href=\"\">COBYLA</a>, which were originally implemented in Fortran 77.</p>\n\n<p>Professor Powell devised these solvers to tackle&nbsp;<a href=\"\">general nonlinear optimization problems</a>&nbsp;of continuous variables with or without constraints using only&nbsp;<a href=\"\">function values but not derivatives</a>&nbsp;of the objective function or nonlinear constraint functions. In practice, such functions are often black boxes defined by simulations. Consequently, the corresponding optimization problems are often categorized as&nbsp;<a href=\"\">black-box optimization</a>&nbsp;or&nbsp;<a href=\"\">simulation-based optimization</a>. Problem specified by explicit formulas can probably be handled by other methods more efficiently. See the&nbsp;<a href=\"\">Decision Tree for Optimization Software</a>&nbsp;for more information.</p>\n\n<p>The current version of PDFO supports MATLAB and Python. It relies on&nbsp;<a href=\"\">MEX</a>&nbsp;for MATLAB and&nbsp;<a href=\"\">F2PY</a>&nbsp;for Python to compile the Fortran solvers and wrap them into user-friendly functions.</p>\n\n<p>Based on Professor Powell&#39;s Fortran code, PDFO is developed by&nbsp;<a href=\"\">Tom M. Ragonneau</a>&nbsp;and&nbsp;<a href=\"\">Zaikun Zhang</a>&nbsp;at the&nbsp;<a href=\"\">Department of Applied Mathematics</a>,&nbsp;<a href=\"\">the Hong Kong Polytechnic University</a>.</p>\n\n<p>See the homepage of PDFO at <a href=\"\"></a>&nbsp;for more information.&nbsp;</p>", 
  "author": [
      "family": "Tom M. Ragonneau"
      "family": "Zaikun Zhang"
  "version": "v1.0", 
  "type": "article", 
  "id": "3887569"
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