DFL - Derivative-Free Library

A software library for derivative-free optimization

Contributors and developers of the Library:
  • G.Di Pillo, DIIAG - Univ. of Rome "La Sapienza"
  • G.Fasano, DM - Univ. Ca'Foscari of Venice
  • G.Liuzzi, IASI - Italian National Res. Council
  • S.Lucidi, DIIAG - Univ. of Rome "La Sapienza"
  • V.Piccialli, DICII - Univ. of Rome "Tor Vergata"
  • F.Rinaldi, DM - Univ. of Padova
  • M.Sciandrone, DSI - Univ. of Florence
DFL is administered by Giampaolo Liuzzi

The following packages are available for download under the GNU General Public License (GPL):

Package name Downloads Package description Coding Language Reference paper
Local Optimization
SDBOX 374 A Derivative-Free algorithm for bound constrained optimization problems Fortran90 and C, plus an interface for Julia Journal paper, Report
SDPEN 346 A Derivative-Free algorithm for general (inequality) constrained optimization problems.
The C version of the code has been kindly provided by Prof. Klaus Truemper from University of Texas at Dallas
Fortran90 and C Journal paper, Report
Global Optimization
ACRS 375 A Derivative-Free Adaptively Controlled Random Search algorithm for bound constrained global optimization problems Fortran90 and C Journal paper
DDFSA 336 A Derivative-Free Simulated Annealing algorithm for bound constrained global optimization problems Fortran90 Journal paper, Report
DFSA 254 A Derivative-Free Simulated Annealing algorithm for general constrained global optimization problems Fortran90 Journal paper, Report
DIRMIN 270 A DiRect algorithm with derivative-free local searches for bound constrained global optimization problems Fortran90 Journal paper, Report
DIRECT 330 An implementation of the DiRect algorithm for bound constrained global optimization problems C, plus an interface for Julia Journal paper
Test Problems for Global Optimization
TESTGO 257 A collection of bound constrained problems for global optimization. Fortran90 Journal paper, Report
Nonsmooth Optimization and Minimax Problems
DFN 286 A linesearch-based Derivative-Free approach to Nonsmooth constrained optimization problems
The C version of the code has been kindly provided by Prof. Klaus Truemper from University of Texas at Dallas
Fortran90 and C Journal paper
SDMINMAX 283 A Derivative-Free algorithm for finite minimax optimization problems Fortran90 Journal paper, Report
Mixed Integer Nonlinear Programming
DFL box 368 A Derivative-Free Linesearch program for bound constrained Mixed Integer NonLinear Programming Fortran90 Journal paper, Report
DFL gen 350 A Derivative-Free Linesearch program for general (inequality) constrained Mixed Integer NonLinear Programming Fortran90 Journal paper, Report
Multiobjective Optimization
DFMO 249 A Derivative-Free Linesearch program for Multiobjective Optimization Fortran90 Report
TESTMO 246 A collection of bound constrained problems for multiobjective optimization
(the original AMPL versions of the problems are provided by Prof. L.N. Vicente and co-authors. They can be found here)
Fortran90 Report

Please refer to the README.txt file within the tar gizipped archives for installation instructions.

Note that the selected package will be delivered to your email address as an attachment. Although this is not mandatory, we kindly require that you to specify your Institution/University/Affiliation in the download form below.

Here is a list of major updates to the library:

  • 2016-04-01: Each user can choose to be notified upon important updates to the library
  • 2016-03-23: Added package TESTMO a collection of bound constrained problems for Multiobjective Optimization
  • 2016-03-15: Added package DFMO which is a Derivative-Free algorithm for Multiobjective Optimization problems with bound and general inequality constraints
  • 2015-10-01: Fixed a minor bug in the DFSA package
  • Added the package DFSA which is a Derivative-Free Simulated Annealing algorithm for general constrained global optimization problems
  • Added an interface for the Julia language to the DIRECT package
  • Added an interface for the Julia language to the SDBOX package
  • Added "All packages" functionality. It is now possible to require download of all the packages in the library by choosing "All packages" in the list of available packages. All the packages will then be delivered (as attachments to separate messagges) to the provided email address.
  • Fixed a bug in the DFN package

Should you experience any problem either with the library or with a particular package, please do not hesitate and contact the DFL administrator Giampaolo Liuzzi.

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