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.
ftarget is an essential input from the user. I think it will be good to include it in the C interface.
If the user does not want to / cannot specify ftarget, then he/she should input -INFINITY, where INFINITY is the micro in math.h for representing infinity. I hope my understanding is correct and I hope INFINITY is standard C. It is a pity that C does not support optional arguments.
This was related to a previous comment from Tom on the Python interface, where the same comment applies, and we can default ftarget to $-\infty$ if there is no input from the user.
zaikunzhang
commented
1 year ago
Hi @jschueller ,
ftargetis an essential input from the user. I think it will be good to include it in the C interface.If the user does not want to / cannot specify
ftarget, then he/she should input-INFINITY, whereINFINITYis the micro inmath.hfor representing infinity. I hope my understanding is correct and I hopeINFINITYis standard C. It is a pity that C does not support optional arguments.This was related to a previous comment from Tom on the Python interface, where the same comment applies, and we can default
ftargetto $-\infty$ if there is no input from the user.Thank you.
Zaikun