{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/improving-the-flexibility-and-robustness-of","title":"Improving the Flexibility and Robustness of Model-Based Derivative-Free Optimization Solvers","arxiv_id":"1804.00154","date":"2018-03-31","proceeding":null,"authors":["Coralia Cartis","Jan Fiala","Benjamin Marteau","Lindon Roberts"],"abstract":"We present DFO-LS, a software package for derivative-free optimization (DFO) for nonlinear Least-Squares (LS) problems, with optional bound constraints. Inspired by the Gauss-Newton method, DFO-LS constructs simplified linear regression models for the residuals. DFO-LS allows flexible initialization for expensive problems, whereby it can begin making progress from as few as two objective evaluations. Numerical results show DFO-LS can gain reasonable progress on some medium-scale problems with fewer objective evaluations than is needed for one gradient evaluation. DFO-LS has improved robustness to noise, allowing sample averaging, the construction of regression-based models, and multiple restart strategies together with an auto-detection mechanism. Our extensive numerical experimentation shows that restarting the solver when stagnation is detected is a cheap and effective mechanism for achieving robustness, with superior performance over both sampling and regression techniques. We also present our package Py-BOBYQA, a Python implementation of BOBYQA (Powell, 2009), which also implements robustness to noise strategies. Our numerical experiments show that Py-BOBYQA is comparable to or better than existing general DFO solvers for noisy problems. In our comparisons, we introduce a new adaptive measure of accuracy for the data profiles of noisy functions that strikes a balance between measuring the true and the noisy objective improvement.","url_abs":"https://arxiv.org/abs/1804.00154v2","url_pdf":"https://arxiv.org/pdf/1804.00154v2.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"links_only","authors_date_abstract":"arXiv metadata, CC0 1.0 (https://info.arxiv.org/help/license), from the Kaggle arXiv metadata snapshot of 2026-09-12"},"code_links":[{"paper_slug":"improving-the-flexibility-and-robustness-of","repo_url":"https://github.com/numericalalgorithmsgroup/dfols","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"none","reach":{"status":"ok","spdx":"GPL-3.0"}},{"paper_slug":"improving-the-flexibility-and-robustness-of","repo_url":"https://github.com/numericalalgorithmsgroup/pybobyqa","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"none","reach":{"status":"ok","spdx":"GPL-3.0"}},{"paper_slug":"improving-the-flexibility-and-robustness-of","repo_url":"https://github.com/lindonroberts/inexact_dfo_bilevel_learning","is_official":0,"mentioned_in_paper":0,"mentioned_in_github":1,"framework":"none","reach":{"status":"unanswered"}}],"tasks":[],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"syntology_url":"https://syntology.ai/paper/1804.00154","atlas_url":"https://app.syntology.ai/?focus=1804.00154","mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}