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PRIMA is a package for solving general nonlinear optimization problems without using derivatives. It provides the reference implementation of Powell's derivative-free optimization methods, i.e., COBYLA, UOBYQA, NEWUOA, BOBYQA, and LINCOA. PRIMA means Reference Implementation for Powell's methods with Modernization and Amelioration, "P" for Powell.
Home Page: http://libprima.net
License: BSD 3-Clause "New" or "Revised" License