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numerical-optimization

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Numerical methods are a collection of techniques used to find approximate solutions to mathematical problems that cannot be solved exactly. These methods are essential for tackling complex equations and models in various fields such as engineering, physics, and finance.

  • Updated Jun 10, 2024

PRIMA is a package for solving general nonlinear optimization problems without using derivatives. It provides the reference implementation for Powell's derivative-free optimization methods, i.e., COBYLA, UOBYQA, NEWUOA, BOBYQA, and LINCOA. PRIMA means Reference Implementation for Powell's methods with Modernization and Amelioration, P for Powell.

  • Updated Jun 10, 2024
  • Fortran

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