About

COBYLA2 is an implementation of Powell’s nonlinear derivative–free constrained optimization that uses a linear approximation approach. The algorithm is a sequential trust–region algorithm that employs linear approximations to the objective and constraint functions, where the approximations are formed by linear interpolation at n + 1 points in the space of the variables and tries to maintain a regular–shaped simplex over iterations.

It solves nonsmooth NLP with a moderate number of variables (about 100). Inequality constraints only.

The initial point X is taken as one vertex of the initial simplex with zero being another, so, X should not be entered as the zero vector.

Maven

For using this library in your Maven project enter the following dependency in your pom.xml:

    <dependencies>
        <dependency>
            <groupId>de.xypron.jcobyla</groupId>
            <artifactId>jcobyla</artifactId>
            <version>1.2</version>
        </dependency>
    </dependencies>