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stevengj / nlopt

library for nonlinear optimization, wrapping many algorithms for global and local, constrained or unconstrained, optimization
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LINCOA #255

Open gagolews opened 5 years ago

gagolews commented 5 years ago

NLOpt supports COBYLA for constrained optimization, but I miss Powell's LINCOA (which uses quadratic approximation of the objective)

See: https://en.wikipedia.org/wiki/LINCOA + links therein

Its Fortran version is released under the GNU LGPL >=2.1

Thanks for all your great work with NLOpt.

stevengj commented 5 years ago

Yes, this sounds like it would be a nice addition.