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LINCOA #255

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gagolews opened this issue Apr 3, 2019 · 1 comment
Open

LINCOA #255

gagolews opened this issue Apr 3, 2019 · 1 comment

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@gagolews
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gagolews commented Apr 3, 2019

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.

@stevengj
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stevengj commented Apr 3, 2019

Yes, this sounds like it would be a nice addition.

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