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| 184 | + </span>Citation |
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@@ -491,7 +491,6 @@ <h3>Method and options</h3>
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491 | 491 | a target function value <small>\(10^{-2}\)</small>, it suffices to replace <code>pdfo(chrosen, x0)</code> in the above example by
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492 | 492 | </p>
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493 | 493 | <pre class="shadow-lg rounded"><code class="displayed hljs">pdfo(chrosen, x0, method='lincoa', options={'maxfev': 50, 'ftarget': 1e-2})</code></pre>
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@@ -647,49 +646,81 @@ <h1>Issues <span class="docs-time d-none d-md-flex">Last update: August 23, 2021
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647 | 646 | <!-- References -->
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648 | 647 | <article class="docs-article" id="references">
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649 | 648 | <header class="docs-header">
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650 |
| - <h1>References <span class="docs-time d-none d-md-flex">Last update: August 23, 2021</span></h1> |
| 649 | + <h1>Citation <span class="docs-time d-none d-md-flex">Last update: June 15, 2023</span></h1> |
651 | 650 | </header>
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652 | 651 |
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653 | 652 | <section class="docs-intro">
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| 653 | + <p> |
| 654 | + If you use PDFO, please cite the following paper. Note that PDFO |
| 655 | + contains improvements and bug fixes that do not exist in Powell's |
| 656 | + original code. See Subsections 4.3–4.5 of the paper below for details. |
| 657 | + </p> |
| 658 | + |
| 659 | + <p> |
| 660 | + T. M. Ragonneau and Z. Zhang, <a class="theme-link" href="https://arxiv.org/pdf/2302.13246.pdf" target="_blank">PDFO: a cross-platform package for |
| 661 | + Powell's derivative-free optimization solvers</a>, <a class="theme-link" href="https://arxiv.org/abs/2302.13246" target="_blank">arXiv:2302.13246</a>, 2023. |
| 662 | + </p> |
| 663 | + |
| 664 | + <pre class="shadow-lg rounded"><code class="displayed hljs">@misc{Ragonneau_Zhang_2023, |
| 665 | + title = {{PDFO}: a cross-platform package for {P}owell's derivative-free optimization solvers}, |
| 666 | + author = {Ragonneau, T. M. and Zhang, Z.}, |
| 667 | + howpublished = {arXiv:2302.13246}, |
| 668 | + year = 2023, |
| 669 | +}</code></pre> |
| 670 | + |
| 671 | + <p> |
| 672 | + In addition, references for Powell's methods are as follows. |
| 673 | + </p> |
| 674 | + |
654 | 675 | <p>
|
655 | 676 | <a class="theme-link" href="https://link.springer.com/chapter/10.1007/978-94-015-8330-5_4" target="_blank">[1]</a>
|
656 |
| - M. J. D. Powell, A direct search optimization method that models the objective and constraint functions by linear interpolation, In Advances in Optimization and Numerical Analysis, eds. S. Gomez and J. P. Hennart, pages 51--67, Springer Verlag, Dordrecht, Netherlands, 1994 |
| 677 | + M. J. D. Powell, A direct search optimization method that models the objective and constraint functions by linear interpolation, In Advances in Optimization and Numerical Analysis, eds. S. Gomez and J. P. Hennart, pages 51–67, Springer Verlag, Dordrecht, Netherlands, 1994 |
657 | 678 | </p>
|
658 | 679 | <p>
|
659 | 680 | <a class="theme-link" href="http://www.damtp.cam.ac.uk/user/na/NA_papers/NA2000_14.ps.gz" target="_blank">[2]</a>
|
660 |
| - M. J. D. Powell, UOBYQA: unconstrained optimization by quadratic approximation, <i>Math. Program.</i>, 92(B):555--582, 2002 |
| 681 | + M. J. D. Powell, UOBYQA: unconstrained optimization by quadratic approximation, <i>Math. Program.</i>, 92(B):555–582, 2002 |
661 | 682 | </p>
|
662 | 683 | <p>
|
663 | 684 | <a class="theme-link" href="http://www.damtp.cam.ac.uk/user/na/NA_papers/NA2002_08.ps.gz" target="_blank">[3]</a>
|
664 |
| - M. J. D. Powell, Least Frobenius norm updating of quadratic models that satisfy interpolation conditions. <i>Math. Program.</i>, 100:183--215, 2004 |
| 685 | + M. J. D. Powell, Least Frobenius norm updating of quadratic models that satisfy interpolation conditions. <i>Math. Program.</i>, 100:183–215, 2004 |
665 | 686 | </p>
|
666 | 687 | <p>
|
667 | 688 | <a class="theme-link" href="http://www.damtp.cam.ac.uk/user/na/NA_papers/NA2003_03.ps.gz" target="_blank">[4]</a>
|
668 |
| - M. J. D. Powell, On the use of quadratic models in unconstrained minimization without derivatives, <i>Optim. Methods Softw.</i>, 19:399--411, 2004 |
| 689 | + M. J. D. Powell, On the use of quadratic models in unconstrained minimization without derivatives, <i>Optim. Methods Softw.</i>, 19:399–411, 2004 |
669 | 690 | </p>
|
670 | 691 | <p>
|
671 | 692 | <a class="theme-link" href="http://www.damtp.cam.ac.uk/user/na/NA_papers/NA2004_01.pdf" target="_blank">[5]</a>
|
672 |
| - M. J. D. Powell, On updating the inverse of a KKT matrix, in <i>Numerical Linear Algebra and Optimization</i>, ed. Ya-xiang Yuan, Science Press (Beijing), pp. 56--78, 2004 |
| 693 | + M. J. D. Powell, On updating the inverse of a KKT matrix, in <i>Numerical Linear Algebra and Optimization</i>, ed. Ya-xiang Yuan, Science Press (Beijing), pp. 56–78, 2004 |
673 | 694 | </p>
|
674 | 695 | <p>
|
675 | 696 | <a class="theme-link" href="http://www.damtp.cam.ac.uk/user/na/NA_papers/NA2004_08.pdf" target="_blank">[6]</a>
|
676 |
| - M. J. D. Powell, The NEWUOA software for unconstrained optimization without derivatives, In <i>Large-Scale Nonlinear Optimization</i>, eds. G. Di Pillo and M. Roma, pages 255--297, Springer, New York, US, 2006 |
| 697 | + M. J. D. Powell, The NEWUOA software for unconstrained optimization without derivatives, In <i>Large-Scale Nonlinear Optimization</i>, eds. G. Di Pillo and M. Roma, pages 255–297, Springer, New York, US, 2006 |
677 | 698 | </p>
|
678 | 699 | <p>
|
679 | 700 | <a class="theme-link" href="http://www.damtp.cam.ac.uk/user/na/NA_papers/NA2007_03.pdf" target="_blank">[7]</a>
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680 | 701 | M. J. D. Powell, A view of algorithms for optimization without derivatives, Technical Report DAMTP 2007/NA63, Department of Applied Mathematics and Theoretical Physics, Cambridge University, Cambridge, UK, 2007
|
681 | 702 | </p>
|
682 | 703 | <p>
|
683 | 704 | <a class="theme-link" href="http://www.damtp.cam.ac.uk/user/na/NA_papers/NA2007_05.pdf" target="_blank">[8]</a>
|
684 |
| - M. J. D. Powell, Developments of NEWUOA for minimization without derivatives, <i>IMA J. Numer. Anal.</i>, 28:649--664, 2008 |
| 705 | + M. J. D. Powell, Developments of NEWUOA for minimization without derivatives, <i>IMA J. Numer. Anal.</i>, 28:649–664, 2008 |
685 | 706 | </p>
|
686 | 707 | <p>
|
687 | 708 | <a class="theme-link" href="http://www.damtp.cam.ac.uk/user/na/NA_papers/NA2009_06.pdf" target="_blank">[9]</a>
|
688 | 709 | M. J. D. Powell, The BOBYQA algorithm for bound constrained optimization without derivatives, Technical Report DAMTP 2009/NA06, Department of Applied Mathematics and Theoretical Physics, Cambridge University, Cambridge, UK, 2009
|
689 | 710 | </p>
|
690 | 711 | <p>
|
691 | 712 | <a class="theme-link" href="http://www.damtp.cam.ac.uk/user/na/NA_papers/NA2014_02.pdf" target="_blank">[10]</a>
|
692 |
| - M. J. D. Powell, On fast trust region methods for quadratic models with linear constraints, <i>Math. Program. Comput.</i>, 7:237--267, 2015 |
| 713 | + M. J. D. Powell, On fast trust region methods for quadratic models with linear constraints, <i>Math. Program. Comput.</i>, 7:237–267, 2015 |
| 714 | + </p> |
| 715 | + <p> |
| 716 | + <a class="theme-link" href="https://tomragonneau.com/documents/thesis.pdf" target="_blank">[11]</a> |
| 717 | + T. M. Ragonneau. <i>Model-Based Derivative-Free Optimization Methods and Software</i>, Chapter 3. PhD thesis, The Hong Kong Polytechnic University, Hong Kong SAR, China, 2022. |
| 718 | + </p> |
| 719 | + <p> |
| 720 | + <a class="theme-link" href="http://www.libprima.net" target="_blank">[12]</a> |
| 721 | + Z. Zhang, PRIMA: Reference Implementation for Powell's Methods |
| 722 | + with Modernization and Amelioration, available at |
| 723 | + <a class="theme-link" href="http://www.libprima.net" target="_blank">http://www.libprima.net</a>, 2023. |
693 | 724 | </p>
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694 | 725 |
|
695 | 726 | <h2>Remarks</h2>
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