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Implement BOBYQA (Bound Optimization BY Quadratic Approximations)

Open SimonBlanke opened this issue 7 months ago • 0 comments

Implement the BOBYQA algorithm, a derivative-free optimization method for problems with bound constraints. It extends NEWUOA by accommodating box constraints on the variables, while still employing a quadratic approximation strategy within a trust region.

For information about the mathematical background see #73.

SimonBlanke avatar May 01 '25 15:05 SimonBlanke