cobyla

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).

cobyla 0.4.x

COBYLA implementation coming from the NLopt project is now also available (as nlopt_cobyla) allowing to compare with the initial implementation (fmin_cobyla). This new implementation went through the same process of using c2rust transpilation from initial C implementation.

cargo run --example paraboloid

cobyla 0.3.x

COBYLA is now also implemented as an argmin::Solver to benefit from argmin framework tooling. See example

cargo run --example paraboloid

cobyla 0.2.x

COBYLA C code has been translated to Rust using c2rust then manually edited.

cobyla 0.1.x

Rust wrapper for COBYLA optimizer (COBYLA stands for Constrained Optimization BY Linear Approximations). COBYLA C code was copied from here and wrapped using the callback trick implemented in nlopt-rust project.