Wedge

Software for Derivative-free Unconstrained Nonlinear Optimization

WEDGE is designed for solving problems in which the objective function is smooth and the number of variables is moderate, but  derivativesare not available. The method generates a model that interpolates the objective function at a set of sample points, and uses trust regions to promote convergence. A geometric constraint (or wedge) aims at keeping the sample points non-degenerate at each iteration. The code has been developed at the Optimization Center, a joint venture of Argonne National Laboratory and Northwestern University.

Downloading and Installing Wedge

   Condition for Use: This MATLAB code is freely available for educational or commercial use, but we expect that all publications describing work using this software quote the reference given below.

You are welcome to grab the full MATLAB Unix distribution, containing source code, and instructions.

CLICK HERE TO DOWNLOAD THE WEDGE DISTRIBUTION FILE

To install, first type

gunzip WEDGE.tar.gz
to produce a file  WEDGE.tar. Then, type
tar -xvf WEDGE.tar
which creates a subdirectory WEDGE/ and puts the MATLAB code and user guide in that subdirectory.

Author

Marcelo Marazzi marazzi@ece.northwestern.edu
References