CCSA/MMA improvements: docs, rho_init, initial_step

stevengj / nlopt

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

Other

1.89k stars 588 forks source link

CCSA/MMA improvements: docs, rho_init, initial_step #561

Closed stevengj closed 3 months ago

stevengj commented 3 months ago

This updates the CCSA and MMA algorithms to support the initial_step parameter (to set the initial trust region diameter 2σ) and an internal rho_init parameter (to set the initial 2nd derivative bound), and also updates the docs.

Closes #496.