DFO-TR for Derivative-Free Optimization

A solver for derivative-free optimization

DFO-TR is a solver for continuous optimization problems which does not use any derivatives of the objective function. It is based on a trust-region interpolation-based method. The current version is for unconstrained problems.
  • DFO-TR (Version 0.1, November 2021) is written in Matlab.
  • Version 0.1 (November 2021) of DFO-TR can be obtained by sending an e-mail.
DFO-TR is freely available for research, educational or commercial use, under a GNU lesser general public license.

References and complementary material:

  • A. S. Bandeira, K. Scheinberg, and L. N. Vicente, Computation of sparse low degree interpolating polynomials and their application to derivative-free optimization, Mathematical Programming, 134 (2012) 223-257 PDF

The DFO-TR team:
Liyuan ‘Leon’ Cao (Peking University)
Tommaso Giovannelli (Lehigh University)
Katya Scheinberg (Cornell University)
Oumaima Sohab (Lehigh University)
Luis Nunes Vicente (Lehigh University)

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