# cobyla
This a Rust wrapper for COBYLA optimizer (COBYLA stands for Constrained Optimization BY Linear Approximations).
COBYLA 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).