Module cobyla 

Pure-Rust COBYLA local optimizer.

Hand-translated from NLopt 2.7.1’s cobyla.c (Powell 1994) — see [cobyla_native] for the implementation. The public API lives in cobyla. Pure-Rust COBYLA local optimizer.

Wraps the cobyla crate (a faithful pure-Rust port of NLopt’s cobyla.c, itself a port of M.J.D. Powell’s 1994 FORTRAN implementation) behind an API consistent with this crate’s differential_evolution and levenberg_marquardt entry points.

Constraint convention

Inequality constraints are passed in the autoeq/NLopt convention: g_i(x) <= 0 is feasible. Internally this module flips the sign before handing them to the cobyla crate, which uses the opposite convention (fc(x) >= 0 is feasible).

Example

use math_audio_optimisation::cobyla::{cobyla, CobylaConfig, CobylaConstraint, CobylaRhoBegin};
use ndarray::Array1;
use std::sync::Arc;

// Minimize 10*(x0+1)^2 + x1^2 subject to x0 >= 0
// (i.e. constraint  -x0 <= 0  in our convention)
let f = |x: &Array1<f64>| 10.0 * (x[0] + 1.0).powi(2) + x[1].powi(2);
let constraints = vec![CobylaConstraint {
    fun: Arc::new(|x: &Array1<f64>| -x[0]),
}];
let cfg = CobylaConfig {
    x0: Array1::from(vec![1.0, 1.0]),
    bounds: vec![(-10.0, 10.0), (-10.0, 10.0)],
    maxeval: 200,
    rho_begin: CobylaRhoBegin::All(0.5),
    ..Default::default()
};
let report = cobyla(&f, &constraints, cfg).expect("cobyla should run");
assert!(report.x[0] >= -1e-3, "x0 must be roughly >= 0");
assert!(report.fun < 10.1, "constrained minimum is at (0, 0) with value 10");

Structs

CobylaConfig

Configuration for cobyla.

CobylaConstraint

A single inequality constraint fun(x) <= 0.

CobylaReport

Result of a cobyla run.

CobylaStopTols

Termination tolerances passed through to NLopt’s nlopt_stopping.

Enums

CobylaRhoBegin

Initial trust-region radius spec.

Functions

cobyla

Minimize f subject to bounds and inequality constraints g_i(x) <= 0.

Type Aliases

CobylaConstraintFn

Erased inequality-constraint closure. Returns <= 0 when feasible (NLopt convention; the wrapper flips the sign for the cobyla crate).