Topic: Announcement of BOBYQA release by Michael J.D. Powell

(I've got to know about this one from Nils Wagner)

This Fortran software seeks the least value of a function of several variables
without requiring any derivatives of the objective function. It was developed
from my NEWUOA package for this calculation in the unconstrained case. The
main new feature of BOBYQA, however, is that it allows lower and upper bounds
on each variable. The name BOBYQA denotes Bound Optimization BY Quadratic
Approximation.

Please send an e-mail to me at mjdp-at-cam.ac.uk if you would like to receive a
free copy of the Fortran software. As far as I know BOBYQA is the most
powerful package available at present for minimizing functions of hundreds of
variables without derivatives subject to simple bound constraints. There are
no restrictions on its use. I would be delighted if it becomes valuable to
much research and many applications.

January 7th, 2009 Michael J.D. Powell.

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Currently I'm busy with a paid work and thus have a limited time for OpenOpt suite support on the forum.

Re: Announcement of BOBYQA release by Michael J.D. Powell

I have posted a proposition of connecting BOBYQA to scipy.optimize (since OpenOpt has no Fortran code included, I intend to connect it to OO via scipy), and someone have informed of willing to make it done.

Here's the Trac ticket.

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Currently I'm busy with a paid work and thus have a limited time for OpenOpt suite support on the forum.

Re: Announcement of BOBYQA release by Michael J.D. Powell

BOBYQA is callable from my NLopt library (http://ab-initio.mit.edu/nlopt), along with many other algorithms, and NLopt now includes a Python interface (along with interfaces for C, C++, Fortran, Matlab, Octave, and Guile).

Regards,
Steven G. Johnson

Re: Announcement of BOBYQA release by Michael J.D. Powell

Well, I have connected BOBYQA and some other NLOPT solvers to OpenOpt.

Updated: BOBYQA is involved in recently created OpenOpt MultiFactor Analysis tool for experiment planning.

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Currently I'm busy with a paid work and thus have a limited time for OpenOpt suite support on the forum.