prima

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BOBYQA recursion problem

6

If I run a BOBYQA instance from within a BOBYQA cost function, the call-back pointer, which in turn calls a lambda expression with captured references to variables, seems to be...

asenzz

See https://github.com/orgs/libprima/discussions/116 https://github.com/cp2k/cp2k/issues/3202#issuecomment-1968791926 I (Zaikun Zhang) will not have time for this in the near future. In addition, I am not quite familiar with the idea of reverse communication. Contributions...

zaikunzhang

Support "OutputFcn" option in MATLAB interface

2

The "OutputFcn" option in MATLAB's fmincon allows the user to specify a callback function that is called at the end of each iteration (as well as prior to optimization start...

Arrowstar

Should we return or give a warning when providing bounds/constraints to a problem that cannot handle them?

7

We discussed this in https://github.com/libprima/prima/pull/134/ but I'd like to raise the discussion again. In the current code, if someone is merely curious as to how `UOBYQA` performs on their objective...

nbelakovski

Apply the modifications of https://github.com/libprima/prima/pull/135 to `Aeq`, `beq`, `Aineq`, and `bineq`?

6

Hi @nbelakovski , I have gone through https://github.com/libprima/prima/pull/135 and made some revisions to the algorithm_c.f90 files: https://github.com/libprima/prima/commit/9880e58db0f648401a8e5ae701004e2c8ab7b456 It is mainly to - add deallocation of allocatable variables (without this, Valgrind...

zaikunzhang

Questions about the C interface

11

Hi @nbelakovski , I have got two questions regarding the C interface. 1. Why do we copy `problem->x0` into `result->x` in https://github.com/libprima/prima/blob/a617267cee6956ce1ccc653c3e96f43e052322da/c/prima.c#L120-L121 2. Why do we define `use_constr` in `prima_minimize`...

zaikunzhang

Create a native (modern) C++ implementation of prima (to also use in R)

9

There is interest in developing a native C++ implementation of the algorithms in prima. While there are C bindings for the Fortran library, being able to incorporate the algorithms into...

samuel-watson

Possible performance regression / potential optimisation

2

I've been looking at dropping in prima as a replacement for dlib's BOBYQA implementation. I've noticed that prima is significantly slower for comparable number of evaluations. I can appreciate that...

desal

Configure the CMake files so that the stress test is excluded by default. See also https://github.com/libprima/prima/issues/121

zaikunzhang

C interface: test more C compilers

1

Currently, the CMake test for the C interface tests only gcc. The follow should also be tested: clang, icx, icc.

zaikunzhang