Begrænset optimering ved lineær tilnærmelse (cobyla) algoritme?
Constrained optimization by linear approximation (COBYLA) er en numerisk optimeringsmetode til begrænsede problemer, hvor målfunktionens derivat ikke er kendt, opfundet af Michael J. D. Powell. Det vil sige, at COBYLA kan finde vektoren






x
→



∈


S




{\displaystyle {\vec {x}}}\i {\mathcal {S}}}}

 med





S


⊆


R


n




{\displaystyle {\mathcal {S}}\subseteq \mathbb {R} ^{n}}

 der har den minimale (eller maksimale)



f
(



x
→



)


{\displaystyle f({\vec {x}})}

 uden at kende gradienten af



f


{\displaystyle f}

. COBYLA er også navnet på Powells softwareimplementering af algoritmen i Fortran.
Constrained optimization by linear approximation (COBYLA) is a numerical optimization method for constrained problems where the derivative of the objective function is not known, invented by Michael J. D. Powell. That is, COBYLA can find the vector 






x
→



∈


S




{\displaystyle {\vec {x}}\in {\mathcal {S}}}

 with 





S


⊆


R


n




{\displaystyle {\mathcal {S}}\subseteq \mathbb {R} ^{n}}

 that has the minimal (or maximal) 



f
(



x
→



)


{\displaystyle f({\vec {x}})}

 without knowing the gradient of 



f


{\displaystyle f}

. COBYLA is also the name of Powell's software implementation of the algorithm in Fortran.
COBYLA