https://github.com/relf/slsqp

SLSQP optimizer for Rust
https://github.com/relf/slsqp

constrained-optimization gradient-based-optimisation

Last synced: 9 months ago
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SLSQP optimizer for Rust

• Host: GitHub
• URL: https://github.com/relf/slsqp
• Owner: relf
• License: mit
• Created: 2023-02-07T10:09:31.000Z (almost 3 years ago)
• Default Branch: main
• Last Pushed: 2024-04-02T19:12:37.000Z (over 1 year ago)
• Last Synced: 2025-03-01T08:47:26.498Z (10 months ago)
• Topics: constrained-optimization, gradient-based-optimisation
• Language: Rust
• Homepage:
• Size: 236 KB
• Stars: 10
• Watchers: 2
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • Changelog: CHANGELOG.md
  • License: LICENSE.md

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README

          
# slsqp - a pure Rust implementation

[![tests](https://github.com/relf/slsqp/actions/workflows/tests.yml/badge.svg)](https://github.com/relf/slsqp/actions/workflows/tests.yml)

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

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

SLSQP is a sequential quadratic programming algorithm for nonlinearly constrained gradient-based optimization based on the implementation by Dieter Kraft and described in:

  > Dieter Kraft, "A software package for sequential quadratic programming", Technical Report DFVLR-FB 88-28, Institut für Dynamik der Flugsysteme, Oberpfaffenhofen, July 1988.

  > Dieter Kraft, "Algorithm 733: TOMP–Fortran modules for optimal control calculations," ACM Transactions on Mathematical Software, vol. 20, no. 3, pp. 262-281 (1994).

The Rust code was generated/adapted from the C code from the [NLopt](https://github.com/stevengj/nlopt) project (version 2.7.1).

The algorithme is available here as a `minimize` function.

An initial transpilation was done with [c2rust](https://github.com/immunant/c2rust) then the code was manually edited to make it work. The callback mechanism 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)

* [cobyla](https://github.com/relf/cobyla): a pure Rust implementation of the COBYLA algorithm.

## License

The project is released under MIT License.