A pattern search method guided by simplex derivatives for use in derivative-free optimization

SID-PSM is a solver for constrained or unconstrained nonlinear optimization problems, using derivative-free methods. In the general constrained case and for the current version, the derivatives of the functions defining the constraints must be provided. The optimizer uses an implementation of a generalized pattern search method, combining its global convergence properties with the efficiency of the use of quadratic polynomials to enhance the search step and of the use of simplex gradients for guiding the function evaluations of the poll step. SID-PSM is freely available for research, educational or commercial use, under a GNU lesser general public license.


The SID-PSM team:
Ana Luísa Custódio (New University of Lisbon)
Luís Nunes Vicente (University of Coimbra)