PDFO

Optimization, Software

PDFO (Powell’s Derivative-Free Optimization solvers) is a cross-platform package providing Python and MATLAB interfaces for using late Professor M. J. D. Powell’s derivative-free optimization solvers. It includes UOBYQA, NEWUOA, BOBYQA, LINCOA, and COBYLA.

  • A complete documentation is available.
  • The source files can be downloaded from GitHub.
  • Compiled versions for Python can be installed from PyPI.
  • A paper introducing the package is available on arXiv.