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SCILAB-NEWUOA Interface |
Matthieu GUILBERT
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NEWUOA is a software developped by M.J.D. Powell for unconstrained optimization without derivatives. The NEWUOA seeks the least value of a function F(x) (x is a vector of dimension n ) when F(x) can be calculated for any vector of variables x . The algorithm is iterative, a quadratic model being required at the beginning of each iteration, which is used in a trust region procedure for adjusting the variables. When the quadratic model is revised, the new model interpolates F at m points, the value m=2n+1 being recommended. |
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