https://github.com/relf/cobyla
COBYLA optimizer for Rust
https://github.com/relf/cobyla
constrained-optimization derivative-free-optimization
Last synced: 4 months ago
JSON representation
COBYLA optimizer for Rust
- Host: GitHub
- URL: https://github.com/relf/cobyla
- Owner: relf
- License: mit
- Created: 2021-01-14T22:11:05.000Z (over 4 years ago)
- Default Branch: main
- Last Pushed: 2024-04-22T15:33:34.000Z (about 1 year ago)
- Last Synced: 2025-03-12T07:59:57.191Z (4 months ago)
- Topics: constrained-optimization, derivative-free-optimization
- Language: Rust
- Homepage:
- Size: 296 KB
- Stars: 14
- Watchers: 2
- Forks: 1
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
- Changelog: CHANGELOG.md
- License: LICENSE.md
Awesome Lists containing this project
README
# cobyla - a pure Rust implementation
[](https://github.com/relf/cobyla/actions?query=workflow%3Atests)
[](https://crates.io/crates/cobyla)
[](https://docs.rs/cobyla)COBYLA is an algorithm for minimizing a function of many variables. The method is derivatives-free (only the function values are needed)
and take into account constraints on the variables. The algorithm is described in:> M.J.D. Powell, "A direct search optimization method that models the objective and constraint functions by linear interpolation," in
> Advances in Optimization and Numerical Analysis Mathematics and Its Applications, vol. 275 (eds. Susana Gomez and Jean-Pierre Hennart),
> Kluwer Academic Publishers, pp. 51-67 (1994).The algorithm comes into two flavours :
* As an [argmin solver](), the Rust code was generated from the C code from [here](https://github.com/emmt/Algorithms/tree/master/cobyla)
* As a function `minimize`, the Rust code was generated from the C code of the [NLopt](https://github.com/stevengj/nlopt) project (version 2.7.1)In both cases, an initial transpilation was done with [c2rust](https://github.com/immunant/c2rust) then the code was manually edited to make it work.
The callback mechanismn is inspired from the Rust binding of NLopt, namely [rust-nlopt](https://github.com/adwhit/rust-nlopt)## Example
```bash
cargo run --example paraboloid
```## Related projects
* [rust-nlopt](https://github.com/adwhit/rust-nlopt): the Rust binding of the [NLopt project](https://nlopt.readthedocs.io)
* [argmin](https://github.com/argmin-rs/argmin): the pure-Rust optimization framework
* [slsqp](https://github.com/relf/slsqp): a pure Rust implementation of the SLSQP algorithm.## License
The project is released under MIT License.