1 /* cobyla : contrained optimization by linear approximation */
4 * Copyright (c) 1992, Michael J. D. Powell (M.J.D.Powell@damtp.cam.ac.uk)
5 * Copyright (c) 2004, Jean-Sebastien Roy (js@jeannot.org)
7 * Permission is hereby granted, free of charge, to any person obtaining a
8 * copy of this software and associated documentation files (the
9 * "Software"), to deal in the Software without restriction, including
10 * without limitation the rights to use, copy, modify, merge, publish,
11 * distribute, sublicense, and/or sell copies of the Software, and to
12 * permit persons to whom the Software is furnished to do so, subject to
13 * the following conditions:
15 * The above copyright notice and this permission notice shall be included
16 * in all copies or substantial portions of the Software.
18 * THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS
19 * OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
20 * MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT.
21 * IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY
22 * CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT,
23 * TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE
24 * SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
28 * This software is a C version of COBYLA2, a contrained optimization by linear
29 * approximation package developed by Michael J. D. Powell in Fortran.
31 * The original source code can be found at :
32 * http://plato.la.asu.edu/topics/problems/nlores.html
35 /* $Jeannot: cobyla.h,v 1.10 2004/04/18 09:51:37 js Exp $ */
41 #include "nlopt-util.h"
46 #endif /* __cplusplus */
48 /* NLopt-style interface function */
49 nlopt_result cobyla_minimize(unsigned n, nlopt_func f, void *f_data,
50 unsigned m, nlopt_constraint *fc,
51 unsigned p, nlopt_constraint *h,
52 const double *lb, const double *ub, /* bounds */
53 double *x, /* in: initial guess, out: minimizer */