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A Derivative-Free Linesearch algorithm for mixed-integer black-box problems
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DerivativeFreeLibrary/DFL
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----------------------------------------------------------- How to use the derivative-free optimizer DFL for MINLP ----------------------------------------------------------- ----------------------------------------------------------- FORTRAN SOURCE ----------------------------------------------------------- 1- Edit file parameter.f to set the number of variables. 2- Edit file wrap_mixed.f90 to define your own MINLP problem. In particular, subroutines: INIZPAR(n,x,lb,ub) sets initial point and lower and upper bounds which_integer(n,lb,ub,is_integer,step,x) defines which variables are integers and the allowed step size for those variables also adjust initial point to respect integrality constraint funct(n,x,f) defines the objective function 3- At command prompt execute $> make which will create the executable 'dfl' 4- execute $> ./dfl ----------------------------------------------------------- MATLAB SOURCE ----------------------------------------------------------- You can find the matlab version of the package in folder MATLAB. The folder contains the following files: - sd_box.m (optimizer routine) - example1.m (main script to run example 1) - funex1.m (function used in example 1) - example2.m (main script to run example 2) - funex2.m (function used in example 2)
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A Derivative-Free Linesearch algorithm for mixed-integer black-box problems
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