Brief Description of NEWUOA [Pow2004]

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.

Beautiful function !


The code in fortran is totally free, and the interface is under LGPL , see the LICENSE file.

Interface with Scilab

This software was firstly coded in Fortran by M.J.D. Powell. This code was translated into C by using f2c and interfaced with Scilab.

As usual, the package is easy to install by using two scilab functions : loader.sce and builder.sce

The Package can be downloaded here

More details

If you need more details about NEWUOA, see the file newuoa.pdf (written by M.J.D. Powell) which explains in details how this optimization toolbox works.

If you need more details about the interface, just send me an email :