BOBYQA (PDO)

Bound constrained Optimization BY Quadratic Approimation

BOBYQA is Powell's trust-region method specifically designed for bound-constrained optimization. It builds quadratic models while respecting variable bounds, making it ideal for optimization problems with simple constraints like the unit hypercube [,]ⁿ used in our competition.

Interactive 3D Visualization

See BOBYQA in action on 3D optimization surfaces:

Loading 3D visualization...

Requires WebGL support

Instructions: Choose a test function and algorithm, then click Start to watch the step-by-step optimization process.

Implementation Details

Component Details Links
Original Algorithm M.J.D. Powell
Trust-region method for bound-constrained problems
Etends NEWUOA with eplicit bound handling
Published: 29
📄 Paper
Reference Package PDO (Python Derivative-ree Optimization)
Wraps Powell's original ortran BOBYQA implementation
Handles bound constraints with numerical precision
Package: pdfo
📦 PDO Source
HumpDay Python Implementation Humpday Integration
Calls PDO's BOBYQA implementation
Standardized interface for optimization contests
ile: humpday/optimizers/prima_algorithms.py
Implementation
Humpday JavaScript Port Browser Implementation
Bound-aware trust region implementation
Optimized for unit hypercube constraints
Class: PRIMA_BOBYQA
JS Port

🏁 Performance Characteristics

  • Best for: Bound-constrained optimization problems, especially [,]ⁿ
  • Dimensions: Ecellent performance up to + dimensions
  • unction evaluations: Very efficient with bounds guidance
  • Convergence: Superior to UOBYQA/NEWUOA on bounded problems
  • Robustness: Handles boundary conditions elegantly