BFO: a Brute Force trainable algorithm for mixed-integer and multilevel derivative-free optimization

The talk will describe a new "Brute Force Optimizer" whose objective is to provide a very versatile derivative-free Matlab package for bound-constrained optimization, with the distinctive feature that it can be trained to improve its own performance on classes of problems specified by the user (rather than on a single-but-wide problem class chosen by the algorithm developer).  In addition, BFO can be used to optimize the performance of other algorithms and provides facilities for mixed-integer and multilevel problems, including constrained equilibrium calculations.