Bound-constrained ORBIT for Matlab

This page is heavily under construction, proceed with caution

This page contains basic source code for the optimization solver ORBIT (originally written by Stefan Wild and Rommel Regis, see [3]) with subsequent modifications to allow for unrelaxable bound constraints and external function evaluations (see [4]). Additional input and modifications from Christine Shoemaker and Jeffrey Larson are gratefully acknowledged.

Relevant references include:

1. Stefan M. Wild and Christine A. Shoemaker. Global convergence of radial basis function trust-region algorithms for derivative-free optimization. SIAM Review, 55(2):349-371, 2013.
   [DOI; More info; ANL/MCS-P3097-1212], Cover article
2. Stefan M. Wild and Christine A. Shoemaker. Global convergence of radial basis function trust region derivative-free algorithms. SIAM Journal on Optimization, 21(3):761-781, 2011.
   [DOI; More info; ANL/MCS-P1580-0209]
3. Stefan M. Wild, Rommel G. Regis, and Christine A. Shoemaker. ORBIT: Optimization by radial basis function interpolation in trust-regions. SIAM Journal on Scientific Computing, 30(6):3197-3219, 2008.
   [DOI; More info]
4. Stefan M. Wild. Derivative-Free Optimization Algorithms For Computationally Expensive Functions. Ph.D. Dissertation, Cornell University, 2008. [More info]

The orbitb code comes with no warranty and is available through this web page under the BSD license:

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