https://github.com/relf/cobyla

COBYLA optimizer for Rust
https://github.com/relf/cobyla

constrained-optimization derivative-free-optimization

Last synced: 24 days ago
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COBYLA optimizer for Rust

• Host: GitHub
• URL: https://github.com/relf/cobyla
• Owner: relf
• License: mit
• Created: 2021-01-14T22:11:05.000Z (almost 4 years ago)
• Default Branch: main
• Last Pushed: 2024-04-22T15:33:34.000Z (7 months ago)
• Last Synced: 2024-10-14T17:33:53.319Z (about 1 month ago)
• Topics: constrained-optimization, derivative-free-optimization
• Language: Rust
• Homepage:
• Size: 296 KB
• Stars: 11
• Watchers: 3
• Forks: 1
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE.md

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README

        
# cobyla - a pure Rust implementation

[![tests](https://github.com/relf/cobyla/workflows/tests/badge.svg)](https://github.com/relf/cobyla/actions?query=workflow%3Atests)

[![crates.io](https://img.shields.io/crates/v/cobyla)](https://crates.io/crates/cobyla)

[![docs](https://docs.rs/cobyla/badge.svg)](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.