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NLOpt supports COBYLA for constrained optimization, but I miss Powell's LINCOA (which uses quadratic approximation of the objective)
See: https://en.wikipedia.org/wiki/LINCOA + links therein
Its Fortran version is released under the GNU LGPL >=2.1
Thanks for all your great work with NLOpt.
The text was updated successfully, but these errors were encountered:
Yes, this sounds like it would be a nice addition.
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NLOpt supports COBYLA for constrained optimization, but I miss Powell's LINCOA (which uses quadratic approximation of the objective)
See: https://en.wikipedia.org/wiki/LINCOA + links therein
Its Fortran version is released under the GNU LGPL >=2.1
Thanks for all your great work with NLOpt.
The text was updated successfully, but these errors were encountered: