DFL - Derivative-Free Library

A software library for derivative-free optimization

Contributors and developers of the Library:
  • G.Cocchi, DSI - Univ. of Florence
  • 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 496 A Derivative-Free algorithm for bound constrained optimization problems Python, Fortran90, C, Matlab, plus an interface for Julia Journal paper, Report
DFBOX_IMPR 305 An improved version of the SDBOX code, a derivative-free algorithm for bound constrained optimization problems Python and Fortran90 Journal paper, Report
SDPEN 415 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
Global Optimization
ACRS 461 A Derivative-Free Adaptively Controlled Random Search algorithm for bound constrained global optimization problems Python, Fortran90, C and Matlab Journal paper
DDFSA 406 A Derivative-Free Simulated Annealing algorithm for bound constrained global optimization problems Fortran90 Journal paper
DFSA 316 A Derivative-Free Simulated Annealing algorithm for general constrained global optimization problems Fortran90 Journal paper
DIRMIN 331 A DiRect algorithm with derivative-free local searches for bound constrained global optimization problems Fortran90 Journal paper,
DIRDFN 307 A DiRect algorithm with derivative-free local searches for general constrained global optimization problems Fortran90 Journal paper
DIRECT 404 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 311 A collection of bound constrained problems for global optimization. Fortran90 Journal paper
Nonsmooth Optimization and Minimax Problems
DFN 366 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 334 A Derivative-Free algorithm for finite minimax optimization problems Fortran90 Journal paper
Mixed Integer Nonlinear Programming
DFL box 429 A Derivative-Free Linesearch program for bound constrained Mixed Integer NonLinear Programming Fortran90 Journal paper
DFL gen 419 A Derivative-Free Linesearch program for general (inequality) constrained Mixed Integer NonLinear Programming Fortran90 Journal paper
DFL int 294 A (matlab) program for general (inequality) constrained Integer NonLinear Programming problems with box constraints Matlab Report
Multiobjective Optimization
MOIF 298 An implicit filtering derivative-Free program for Multiobjective Optimization with box constraints Matlab Journal paper
MODIR 294 A Derivative-Free program for Multiobjective Global Optimization Fortran90 Journal paper
DFMO 303 A Derivative-Free Linesearch program for Multiobjective Optimization Fortran90 Journal paper
TESTMO 298 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 Journal paper

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 ask you to specify your Institution/University/Affiliation in the download form below.

Here is a list of major updates to the library:

  • 2018-04-10: Added package DFLint which is an algorithm for inequality constrained integer optimization problems with box constraints
  • 2017-11-14: Added package MOIF which is an implicit filtering algorithm for multiobjective optimization problems with box constraints
  • 2017-10-02: Added Python version of the algorithm in package ACRS
  • 2017-09-21: Added Python version of the algorithm in packages SDBOX and DFBOX_IMPR
  • 2017-09-20: Added package DFBOX_IMPR and improved version of SDBOX code
  • 2017-05-29: Added package MODIR which is a DIRECT-type algorithm for multiobjective global optimization
  • 2017-01-20: Fixed a bug in the C version of SDPEN that occurred when dynamically allocating data structures
  • 2016-11-23: Added Matlab version of the algorithm in the package SDBOX
  • 2016-11-22: Added Matlab version of the algorithm in the package ACRS
  • 2016-09-22: Added package DIRDFN which is a DiRect algorithm with derivative-free local searches for general constrained global optimization problems
  • 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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