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numericalalgorithmsgroup / dfols

Python-based Derivative-Free Optimizer for Least-Squares
https://numericalalgorithmsgroup.github.io/dfols/
GNU General Public License v3.0
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MATLAB interface #1

Open lindonroberts opened 5 years ago

lindonroberts commented 5 years ago

DFO-LS should have a MATLAB interface which mimics fminunc/fminsearch.

MATLAB's Python interface doesn't support callable functions (e.g. objfun), so need to go through the C interface to both languages. The project https://github.com/dgorissen/pymatopt does this in the opposite direction (calling MATLAB's optimization routines for Python objectives).

lindonroberts commented 5 years ago

Could also consider an AMPL interface?