SLSQP Modern Fortran Edition

[jbguerraz]

Hello Skew mates! Thank you a lot for such a great library. We recently discovered https://github.com/jacobwilliams/slsqp and thought it could eventually makes sens to replace the currently used version with that modern one. What's your point of view about it ? Does it worth is ? Does it makes sens to invest time into that effort ? Thank you a lot!

[jamesasefa]

Hi @jbguerraz, interesting find. I had been thinking of actually moving from the Fortran implementation of the algorithm to the C version used in nlopt here: https://github.com/stevengj/nlopt/tree/master/src/algs/slsqp. There are some optimizations added in the C version that seem like they would improve performance (though it would probably require benchmarking against).

We probably will not invest the time in making this change ourselves in the short term, but if you find that the modern Fortran version is worth investing into then by all means feel free to make the change.

[jbguerraz]

Hello @jamesasefa

Thank you! So we now have 3 options:

• Keep the current fortran version
• Move to modern fortran version
• Move to C version

Ideally we would implement them all and compare the performance. We'll consider those options (and will let you know!).

Let's keep that issue open for the follow-up.