This focus is devoted to numerical methods for the solution of
optimization problems where first order derivatives of the functions
defining the problems are not available. All of the presented methods
are available for download under the GPL license.
The library director is Giampaolo Liuzzi (giampaolo.liuzzi@iasi.cnr.it).
At the moment, the packages that can be downloaded are the following:
Local Optimization
SDBOX, for bound constrained problems
SDPEN, for general (inequality/equality) constrained problems
Global Optimization
ACRS, for bound constrained problems
DDFSA, for bound constrained problems
DFSA, for general (inequality/equality) constrained problems
DIRMIN, for bound constrained problems
DIRECT, for bound constrained problems
Test Problems for Global Optimization
TESTGO, a collection of problems for global optimization
Nonsmooth Optimization and Minimax Problems
DFN, for nonsmooth constrained problems
SDMINMAX, for finite minimax problems
Mixed Integer Nonlinear Programming
DFL box, for bound constrained problems
DFL gen, for general (inequality/equality) constrained problems
Focus