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Clément Royer
Université Paris Dauphine-PSL
Place du Maréchal de Lattre de Tassigny
75016 Paris
I am also on Google Scholar and Github.

Clément W. Royer

La version française de cette page se trouve ici.


DSPFD: Direct Search based on Probabilistic Feasible Descent Sources
     A direct-search MATLAB code for derivative-free optimization. The current version supports unconstrained, bound constrained and linearly constrained problems. It is based on using randomly generated directions to lower the cost in function evaluations compared to deterministic methods, whithout compromising convergence guarantees.
     This code was used in this paper. On unconstrained problems, it corresponds to the method presented in this paper.

DESTRESS: DEcoupled Steps in a Trust-REgionS Strategy Sources
     A trust-region method in MATLAB for smooth, unconstrained optimization problems, endowed with second-order convergence guarantees. It relies on the so-called de-coupling technique, that I introduced in my thesis. The code can run with or without derivatives.
     This code was developed for this paper.

SOUNDS: Second-Order UNconstrained Direct Search Sources
     Direct-search algorithms in MATLAB for smooth, unconstrained, derivative-free optimization problems. The code encompasses several methods that possess (weak or strong) second-order convergence guarantees.
     This code gathers algorithms SDS and AHDS studied in this paper, as well as the de-coupled direct search methods introduced in my thesis.

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