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Searching for codes credited to 'Vaz, A. Ismael F.'

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[ascl:2111.003] PSwarm: Global optimization solver for bound and linear constrained problems

PSwarm is a global optimization solver for bound and linear constrained problems (for which the derivatives of the objective function are unavailable, inaccurate or expensive). The algorithm combines pattern search and particle swarm. Basically, it applies a directional direct search in the poll step (coordinate search in the pure simple bounds case) and particle swarm in the search step. PSwarm makes no use of derivative information of the objective function. It has been shown to be efficient and robust for smooth and nonsmooth problems, both in serial and in parallel.