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Blockwise Direct Search (BDS)

BDS is a package for solving nonlinear optimization problems without using derivatives. The current version can handle unconstrained problems.

What is BDS?

BDS is a derivative-free package using blockwise direct-search methods. The current version is implemented in MATLAB and it will be implemented in other programming languages in the future.

See Haitian LI's presentation on BDS for more information.

How to install BDS?

  1. Clone this repository. You should then get a folder named bds containing this README file and the setup.m file.

  2. In the command window of MATLAB, change your directory to the above-mentioned folder, and execute

setup

If the above succeeds, then the package bds is installed and ready to use. Try help bds for more information.

We do not support MATLAB R2017a or earlier. If there exists any problems, please open an issue by https://github.com/blockwise-direct-search/bds/issues.

Test of BDS.

The tests are automated by GitHub Actions.

  • Check Spelling
  • Unit test of BDS
  • Stress test of BDS
  • Parallel test of BDS
  • Recursive test of BDS
  • Test default, small
  • Test default, big
  • Verify norma
  • Test badly_scaled
  • Test StepTolerance
  • Test forcing function
  • Test replacement_delay, small
  • Test replacement_delay, big
  • Test the technique of initial step size using initial point
  • Test reduction factor of BDS, small
  • Test reduction factor of BDS, big
  • Performance profiles of PADS, small
  • Performance profiles of PADS, big
  • Performance profiles of scbds, small
  • Performance profiles of scbds, big
  • Performance profiles of PBDS, small
  • Performance profiles of PBDS, big
  • Performance profiles of RBDS, small
  • Performance profiles of RBDS, big
  • Performance profiles of lam, big
  • Performance profiles of lam, small
  • Performance profiles of BFGS, big
  • Performance profiles of BFGS, small
  • Performance profiles of PRIMA, big
  • Performance profiles of PRIMA, small
  • Performance profiles of simplex, big
  • Performance profiles of simplex, small
  • Performance profiles of NLOPT, big
  • Performance profiles of NLOPT, small
  • Performance profiles of BFO, big
  • Performance profiles of BFO, small