Crate cobyla_argmin 

cobyla - a pure Rust implementation

COBYLA is an algorithm for minimizing a function of many variables. The method is derivatives-free (only the function values are needed) and take into account constraints on the variables. The algorithm is described in:

M.J.D. Powell, “A direct search optimization method that models the objective and constraint functions by linear interpolation,” in Advances in Optimization and Numerical Analysis Mathematics and Its Applications, vol. 275 (eds. Susana Gomez and Jean-Pierre Hennart), Kluwer Academic Publishers, pp. 51-67 (1994).

The algorithm comes as an argmin solver, CobylaSolver: the Rust code was generated from the C code from here

An initial transpilation was done with c2rust then the code was manually edited to make it work. The callback mechanismn is inspired from the Rust binding of NLopt, namely rust-nlopt

Example

cargo run --example paraboloid

Related projects

• rust-nlopt: the Rust binding of the NLopt project
• argmin: the pure-Rust optimization framework
• cobyla: a pure Rust implementation of the COBYLA algorithm.
• slsqp: a pure Rust implementation of the SLSQP algorithm.

License

The project is released under MIT License.

Structs

CobylaSolver

Argmin Solver which implements COBYLA method.

CobylaState

Maintains the state from iteration to iteration of the crate::CobylaSolver.

StopTols

Tolerances used as termination criteria. For all, condition is disabled if value is not strictly positive.

Enums

FailStatus

Failed termination status of the optimization process

RhoBeg

An enum for specifying the initial change of x which correspond to the rhobeg argument of the original Powell’s algorithm (hence the name)

SuccessStatus

Successful termination status of the optimization process