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libprima / prima

PRIMA is a package for solving general nonlinear optimization problems without using derivatives. It provides the reference implementation for Powell's derivative-free optimization methods, i.e., COBYLA, UOBYQA, NEWUOA, BOBYQA, and LINCOA. PRIMA means Reference Implementation for Powell's methods with Modernization and Amelioration, P for Powell.
http://libprima.net
BSD 3-Clause "New" or "Revised" License
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Enable the Fortran implementation of lincoa and cobyla to support more types of constraints #40

Closed zaikunzhang closed 1 year ago

zaikunzhang commented 1 year ago

This pull request enables the Fortran implementation of lincoa to support constraints like 

xl <= x <= xu, Aineq * x <= bineq, Aeq * x = beq

and that of cobyla to support

xl <= x <= xu, Aineq * x <= bineq, Aeq * x = beq, nlconstr(x) <= 0