nlopt
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stevengj
library for nonlinear optimization, wrapping many algorithms for global and local, constrained or unconstrained, optimization
I'm using the SLSQP algorithm for an implementation of Model Predictive Control. I've setup the constraints, objective, and the gradients of each to the optimizer. When it runs, the return...
My use case is a chi-square minimization with multiple nonlinear equality based constraints. I started first with derivative free COBYLA, and then switched to SLSQP with analytical gradients implemented. In...
SLSQP keeps on failing on a fairly standard optimization problem: ``` import nlopt import numpy as np N = 5 C = np.eye(N) def f(x, grad): if grad.size > 0:...
I made some modifications to the code used in nlopt tutorial. Specifically, using nlopt::AUGLAG to handle the inequality constraints and the local optimizer nlopt::LD_MMA for the actual optimization. Unfortunately, this...
I became co-owner of the nlopt Python package on PyPI and I finished automating the building of Python packages for nlopt for all platforms. More help would have been nice,...
First of all, thanks for maintaining and keeping this repo up-to-date! I've noticed that there was no new release since 2021, can there be a new release to include bug...
I have installed nlopt but when trying to import, following error occurs: File "C:\Users\Serdar\AppData\Local\Programs\Python\Python311\Lib\site-packages\nlopt\nlopt.py", line 22, in swig_import_helper return importlib.import_module(mname) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "C:\Users\Serdar\AppData\Local\Programs\Python\Python311\Lib\importlib\__init__.py", line 126, in import_module return _bootstrap._gcd_import(name[level:], package,...
I've noticed that `void nlopt::get_initial_step(std::vector &v)` and `std::vector nlopt::get_initial_step()` are unusable in their current state. Right now, they always throw `std::invalid_argument`. ## Description I dug into the issue a little...
I guess setting `maxeval` or `maxtime` must guarantee that optimization algorithms finish anyway (or possibly raise an exception). With the following settings, `opt.optimize()` never returns (though I can make a...
The current interface requires (according to the documentation): > a nonlinear inequality constraint of the form $f_c(x) \leq 0$ A very common pattern in constrained optimization is the more general...
