nlopt
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stevengj
library for nonlinear optimization, wrapping many algorithms for global and local, constrained or unconstrained, optimization
I am benchmarking the SLSQP algorithm with a simple 10D quadratic function: ``` tex f(x) = x_1^2 + 1e6\sum\limits_{i=2}^{D}x_i^2 ``` ``` cpp double myfunc(const std::vector &x, std::vector &grad, void *)...
The process for installing NLOpt as an Octave plugin on Windows requires a bit more improvising than should be necessary. Perhaps the "NLOpt on Windows" instructions and process could be...
This is a 2d toy problem with no feasible region within the constraints (x-y > 0 and -1 > x - y; reported as a bug in scipy here https://github.com/scipy/scipy/issues/7618...
Hi Steven, are there any plans to add the DFLS/DFBOLS algorithm by Zhang, Conn and Scheinberg (2010) in the SIAM Journal on Optimization to the list of available algorithms? DFLS...
LINCOA
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...
This appears to be generic (i.e. applies to all optimization algos) bug for C++ api when a user stoppage occurs by throwing an exception on the objective function. In `src/api/nlopt.hpp`...
When running MMA on a 2-dimensional test function, I see that it fails to converge, but rather bounces between two points indefinitely. MMA is at a local solution, but has...
Is there any particular reason why the SLSQP method uses the full BFGS update rather than the limited memory update? It seems to perform well for me on difficult problems...
```python try: xopt = opt.optimize(x0) except nlopt.ForcedStop as e: print('Forced Stopped! But it will stop gracefully.') ``` Everything is fine. However, when exception occurs, `xopt` is lost. My question is:...
...and therefore also not implemented in fortran (#52), python, etc. The NLOPT_LD_CCSAQ algorithm allows the user to supply an approximation to the Hessian, via the `set_precond_min_objective()` and `set_precond_max_objective()` functions. Unfortunately,...
