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verified publisher icon SimonBlanke

Implement UOBYQA (Unconstrained Optimization BY Quadratic Approximations)

Open SimonBlanke opened this issue 7 months ago • 0 comments

Implement the UOBYQA algorithm, which constructs a quadratic approximation of the objective function using interpolation at a set of points. It is a derivative-free method for unconstrained optimization.

For information about the mathematical background see #73.

SimonBlanke avatar May 01 '25 15:05 SimonBlanke