nlopt
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stevengj
library for nonlinear optimization, wrapping many algorithms for global and local, constrained or unconstrained, optimization
As a starting point, I try to solve a unconstrained minimization nproblem `f(x)=x1^2 + x2^2`. I compare (a) scipy with SLSQP and (b) nlopt with LD_MMA, (c) nlopt with SLSQP....
As I noted [here](https://discourse.julialang.org/t/lagrangian-function/38287/19?u=stevengj), it is pretty easy to compute Lagrange multipliers, given an optimum x computed by *any* optimization algorithm, by solving a small least-squares problem. Since people occasionally...
bobyqa gives different solutions when given the same initial values, bobyqa algorithm is deterministic, so It should give same solutions if given same initial values
I would like to pass additional data to my constraint functions similar to f_data in the general reference. This is because I want constraints for multiple locations and this can...
Hello, In some iterations of an optimization problem, MMA feeds my objective function with some x values being NaN. Could this be a "normal behavior" or shall we track a...
An "nlopt failure" exception is sometimes raised for one of my optimization problem. I found out the following post about the issue. http://thread.gmane.org/gmane.science.analysis.nlopt.general/274 I did the same as suggested in...
Hi, I have a problem setup where it would be convenient (if not essential) if NLopts MATLAB interface could handle vector-valued constraint functions as described in the NLopt General Reference...
Hi, I'm trying to use SLSQP to solve an MPC problem with Matlab, but without any luck. So I've tried to run the example that can be found here [NLopt_Tutorial](http://ab-initio.mit.edu/wiki/index.php?title=NLopt_Tutorial)...
Hi, i want to use a `std::vector`-based inequality-multi-constraint instead of the arrays. I have no problem doing this for the objective function, but it does not work for the constraint...
Hi @stevengj. Are you interested in adding of the Hooke-Jeeves method? nlopt already contains similar heuristic-based stuff (Nelder-Mead and Sbplx), but still. One of my colleagues complained that the nlopt's...
