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PRIMA is a package for solving general nonlinear optimization problems without using derivatives. It provides the reference implementation for Powell's derivative-free optimization methods, i.e., COBY...
I note that there are "Java versions" of COBYLA based on the F77 implementation: https://github.com/cureos/jcobyla On one hand, this means there is a need for these solvers in the Java...
R2022b shipped a new MATLAB build tool. R2023a added incremental build features. Much more development is ongoing. The setup.m file in this repository looks like it is doing activities a...
[MATLAB parallel test](https://github.com/zequipe/prima/actions/workflows/parallel_test_matlab.yml) fails from time to time with the following message. Example: https://github.com/zequipe/prima/actions/runs/6588753377/job/17901744851 ``` [Warning: A worker aborted during execution of the parfor loop. The parfor loop will now...
The Fortran 77 version of UOBYQA encounters infinite cyclings **very often** if `PRIMA_REAL_PRECISION` is 32. This has been observed on the following CUTEst problems: ``` BEALE BENNETT5LS BOXBODLS BROWNBS CUBE...
If we set `PRIMA_INTEGER_KIND` to 16, meaning to use 16-bit integers for internal calculations, then the following solvers behave visibly differently from the standard version when the Fortran code **is...
This is related to https://github.com/libprima/prima/issues/80 In general, we should keep in mind that function evaluations may fail or return exceptional values. A robust and reliable solver must handle such cases...
PRIMA should support recursive calling. For example, `cobyla` should be able to minimize a function whose definition involves `cobyla`. The depth of the recursion can be larger than one. We...
With flang in AMD clang version 14.0.6, `fortran/cobyla` of [54e66dd](https://github.com/libprima/prima/commit/54e66dde0fd35fb4c6dc1e4d336a504be9061d07) does not pass `dtest`. 1. With ``` git checkout 54e66dd && cd fortran/tests/ && make clean && make dtest_i2_r4_d1_tst.cobyla ```...
It is necessary to creat the documentation for the Fortran version of PRIMA using standard tools, e.g., [FORD](https://forddocs.readthedocs.io/en/latest/) or [Sphinx](https://www.sphinx-doc.org/en/master/). [Hugo](https://gohugo.io/) seems also a very good choice (does it support...
Hi all, I've been discussing with @zaikunzhang about creating a Python reference implementation and now I'm making it official by creating this issue! I think a Python reference implementation would...