GRID, VRBBO and VRBBON - three unconstrained black box solvers

GRID

The program (originally due to Clemens Elster) was rewritten by Morteza Kimiaei (University of Vienna) in Matlab. Please inform the author at kimiaeim83@univie.ac.at if you make serious use of this code.

This file GRID1.0.tar.gz contains the Matlab source code for Version 1.0 (453.4K, October 20, 2021), a driver program driverGRID.m showing its use and the paper

A grid algorithm for bound constrained optimization of noisy functions, IMA J. Numer. Anal. 15 (1995), 585-608 by C. Elster and A. Neumaier.

VRBBON

VRBBON performs an approximate unconstrained noisy black box minimization of a not necessarily smooth function of many continuous arguments. No gradients are needed.

The program was written by Morteza Kimiaei (University of Vienna). Please cite when using this package in scientific work and inform the author at kimiaeim83@univie.ac.at if you make serious use of this code.

This file VRBBON1.0.tar.gz contains the Matlab source code for Version 1.0 (3.0M, October 20, 2021), a driver program driverVRBBON.m showing its use and the paper

Line search in noisy unconstrained black box optimization by M. Kimiaei.

VRBBO

The program was written by Morteza Kimiaei (University of Vienna). Please cite when using this package in scientific work and inform the author at kimiaeim83@univie.ac.at if you make serious use of this code.

The file VRBBO3.2.tar.gz contains the Matlab source code for Version 3.2 (1410K, September 15, 2021), a driver program driverVRBBO.m showing its use, and the paper

Efficient unconstrained black box optimization by M. Kimiaei and A. Neumaier.

Old versions (called VSBBO):

Version 2.0 (600K, March 29, 2019). - Old Version 1.0 (353K, August 2018).

my home page (http://arnold-neumaier.at)