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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 with that has the minimal (or maximal) without knowing the gradient of . COBYLA is also the name of Powell's software implementation of the algorithm in Fortran.[1]

Powell invented COBYLA while working for Westland Helicopters.[2] It proceeds by iteratively approximating the actual objective function with linear programs.


  1. {{#invoke:citation/CS1|citation |CitationClass=encyclopaedia }}
  2. M. J. D. Powell (2007). A view of algorithms for optimization without derivatives. Cambridge University Technical Report DAMTP 2007.

See also

External links

Template:Optimization algorithms