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DFO is a Fortran package
for solving general nonlinear optimization problems that have the following
characteristics:
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they are relatively small
scale (less than 100 variables),
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their objective function is
relatively expensive to compute and derivatives of such functions are not
available and
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cannot be estimated
efficiently.
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There also may be some
noise in the function evaluation procedures. Such optimization problems arise
,for example, in engineering design, where the objective function evaluation
is a simulation package treated as a black box.
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1. The
"differentiator" of DFO is the absence of
"differentiator", hah! :)
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Well, it is a code that
targets general nonlinear optimization
problems with expensive function evaluations and
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without derivative
computation. This is one of the few (so far) state of the art codes. It is
very easy to
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use (since practically all
the user needs is to write a routine that computes a function value). It is
also
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robust, that is it is often
works well without tuning to a specific problem.
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Another unique feature is
that it handles various kinds of constraints, such as derivative free, or
general nonlinear
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constraints with
derivatives.
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2. There is a fair number of
users, but what exactly they are doing we do not know, usually.
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There is a recent paper by
Shafer, Karasozen, Uludag, Yapici, Ogur from Middle Eastern Technichal
University in
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Ankara, Turkey on
optimization of stirrers (for chemical, biotechnological, pharmaceutical and
food processes).
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They use DFO as their
optimization engine. The problems fall into the category that DFO targets.
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DFO is also used with DEFT -
Derivative Free Tuner, a circuit tuning tool that was developed at IBM for
tuning of small
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scale circuits which require
high accuracy provided by PowerSpice simulator. This simulator does not
compute
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or approximate derivatives.
Deft is the first tool based on mathematical sound optimization tool (DFO)
and it works much better
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than the predecessor. It is
OK to talk about this publicly. Specifically DFO was used successfully for
tuning clock distribution networks
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on chips. The results are
confidential, but the fact of use is not.
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