LINCOA

[gagolews]

NLOpt supports COBYLA for constrained optimization, but I miss Powell's LINCOA (which uses quadratic approximation of the objective)

See: https://en.wikipedia.org/wiki/LINCOA + links therein

Its Fortran version is released under the GNU LGPL >=2.1

Thanks for all your great work with NLOpt.

[stevengj]

Yes, this sounds like it would be a nice addition.