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verified publisher icon SimonBlanke

Implement NEWUOA (NEW Unconstrained Optimization Algorithm)

Open SimonBlanke opened this issue 7 months ago • 0 comments

Implement NEWUOA, an improved derivative-free optimization method for unconstrained problems. It builds quadratic models of the objective function using a well-chosen set of interpolation points.

For information about the mathematical background see #73.

SimonBlanke avatar May 01 '25 15:05 SimonBlanke