This a Rust wrapper for COBYLA optimizer (COBYLA stands for Constrained Optimization BY Linear Approximations).
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 is run using the
Implementation Note: the binding is generated with bindgen is visible as the
raw_cobyla function using the callback type
cobyla_calcfc which is used to compute the objective function and the constraints.
A trait to represent constraint function
which should be positive eventually
A trait to represent an objective function to be minimized A trait representing an objective function.
Minimizes a function using the Constrained Optimization By Linear Approximation (COBYLA) method.