COBYQA v1.0.dev0 Manual

Welcome! This is the documentation for COBYQA v1.0.dev0, last updated on May 02, 2022.

Algorithms

This section provides mathematical descriptions of the algorithms underneath COBYQA.

Optimization framework Description of the derivative-free trust-region method Linear algebra How to solve the different subproblems of the framework

API documentation

This section references an exhaustive manual detailing the functions, modules, and objects included in COBYQA, describing their purpose and usage.

Optimization solver Minimization of real-valued nonlinear functions Linear algebra Subproblem solvers Test support Common test support for test scripts

Meta information

Reporting bugs Citing COBYQA

License of COBYQA

Acknowledgements

The development of COBYQA is funded by the Research Grants Council of Hong Kong, under the Hong Kong Ph.D. Fellowship Scheme (ref. PF18-24698), and the Hong Kong Polytechnic University.