Field |
Value |
Name |
jcobyla |
Description |
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. |
Homepage |
https://github.com/xypron/jcobyla |