Hsu diffusion

Constrained optimization by linear approximation (COBYLA) is a numerical optimization method for constrained problems where the derivative of the objective function is not known, invented by Michael J. D. Powell. That is, COBYLA can find the vector $\overrightarrow{x}\in \mathcal{𝒮}$ with $\mathcal{𝒮}\subseteq {\mathbb{ℝ}}^n$ that has the minimal (or maximal) $f(\overrightarrow{x})$ without knowing the gradient of $f$. COBYLA is also the name of the name of Powell's software implementation of the algorithm in Fortran.

Powell invented COBYLA while working for Westland Helicopters. It proceeds by iteratively approximating the actual objective function $f$ with linear programs.

References

43 year old Petroleum Engineer Harry from Deep River, usually spends time with hobbies and interests like renting movies, property developers in singapore new condominium and vehicle racing. Constantly enjoys going to destinations like Camino Real de Tierra Adentro.

See also

• NEWUOA
• LINCOA
• Nelder–Mead method

External links

• Source code of COBYLA software

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