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Dear Optimization.jl maintainers,
This is Dr. Zaikun Zhang from The Hong Kong Polytechnic University. Together with Professor [N.I.M. Gould](https://www.numerical.rl.ac.uk/people/nimg/), I am respo…
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Please test PRIMA with both `classical = true` and `classical = false`. The latter is the default, so it will be the case if you do not set `classical`.
Tell me if the two settings lead to signifi…
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One of the greats of Optimization, Mike Powell, passed away recently. Seemed an "issue" in
his memory was appropriate. I had the pleasure of enjoying many of his talks, and an occasional
dinner co…
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https://github.com/cobyqa/cobyqa/blob/26820a1129286fe6dda504f00de93b7d3f650279/cobyqa/optimize.py#L4653
1. Here, `np.square(dsq)` is used as a weight, which is the one used in LINCOA. Check whether…
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I enabled -Wall with gfortran 11.3 and saw some -Wmaybe-uninitialized warnings:
```
/home/schueller/projects/prima/fortran/bobyqa/trustregion.f90:540:111:
540 | xbdi(iact) = nint(sign(O…
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We need to add non-linear **equality** constraints in COBYLA. The Fortran code only supports non-linear **inequality** constraints. Assuming `c_ineq(x)` and `c_eq(x)` are two Julia functions implement…
emmt updated
11 months ago
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For lincoa, pre-processing of initial starting point is done in `preprima` function in `Matlab` and `python` code. There seems to be a lot going on in the code - I couldn't figure out the method of pr…
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Dear nloptr maintainers,
This is Dr. Zaikun Zhang from the Hong Kong Polytechnic University. Together with Professor [N.I.M. Gould](https://www.numerical.rl.ac.uk/people/nimg/), I am responsible fo…
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### Is your feature request related to a problem? Please describe.
As discussed in https://github.com/scipy/scipy/issues/18118, COBYLA is the only derivative-free optimization solver available in Sci…
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Hi,
We need to improve the performance of COBYLA when the TR was reduced too much. This kind of improvement has been added in the NLOPT distribution of COBYLA.
I have made a dirty modification h…