.. DFBGN documentation master file, created by sphinx-quickstart on Fri Oct 23 17:28:35 2020. You can adapt this file completely to your liking, but it should at least contain the root `toctree` directive. DFBGN: Derivative-Free Block Gauss-Newton Optimizer for Least-Squares Minimization ================================================================================== **Release:** |version| **Date:** |today| **Author:** `Lindon Roberts `_ DFBGN is a package for finding local solutions to large-scale nonlinear least-squares minimization problems, without requiring any derivatives of the objective. DFBGN stands for Derivative-Free Block Gauss-Newton. That is, DFBGN solves .. math:: \min_{x\in\mathbb{R}^n} \quad f(x) := \sum_{i=1}^{m}r_{i}(x)^2 Full details of the DFBGN algorithm are given in our paper: Coralia Cartis and Lindon Roberts, `Scalable Subspace Methods for Derivative-Free Nonlinear Least-Squares Optimization `_, *arXiv preprint arXiv:2102.12016*, (2021). If you wish to solve small-scale least-squares problems, you may wish to try `DFO-LS `_. If you are interested in solving general optimization problems (without a least-squares structure), you may wish to try `Py-BOBYQA `_. DFBGN is released under the GNU General Public License. Please `contact NAG `_ for alternative licensing. .. toctree:: :maxdepth: 2 :caption: Contents: install userguide Acknowledgements ---------------- This software was developed under the supervision of `Coralia Cartis `_, and was supported by the EPSRC Centre For Doctoral Training in `Industrially Focused Mathematical Modelling `_ (EP/L015803/1) in collaboration with the `Numerical Algorithms Group `_.