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BOBYQA (Powell 2009): bound-constrained model-based derivative-free trust-region solver (shared Powell core + TRSBOX + ALTMOV + RESCUE). BOBYQA (Powell 2009): bound-constrained model-based derivative-free optimization.
BOBYQA reuses the shared Powell quadratic-model core (the crate-internal
powell module, shared with NEWUOA) and swaps NEWUOA’s TRSAPP for the
box-aware TRSBOX subproblem (§3),
ALTMOV geometry (§3), and the RESCUE restoration procedure (§5). It binds
CostFunction +
BoxBounds.
Structs§
- Bobyqa
- BOBYQA (Powell 2009): bound-constrained model-based derivative-free trust-region optimization.
- Bounded
- Type-state marker: box-constrained BOBYQA (the only mode). A marker keeps the
door open for an unconstrained alias later without an API break, matching the
Lbfgs<V, F, Bounded>/NelderMead<V, F, Projected>precedent.