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MATLAB interface

Open lindonroberts opened this issue 6 years ago • 1 comments
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DFO-LS should have a MATLAB interface which mimics fminunc/fminsearch.

MATLAB's Python interface doesn't support callable functions (e.g. objfun), so need to go through the C interface to both languages. The project https://github.com/dgorissen/pymatopt does this in the opposite direction (calling MATLAB's optimization routines for Python objectives).

lindonroberts avatar Mar 14 '19 16:03 lindonroberts

Could also consider an AMPL interface?

lindonroberts avatar Mar 14 '19 16:03 lindonroberts