set parameters of the optimization, constraints, and stopping
criteria. Here, \fBnlopt_set_ftol_rel\fR is merely an example of a
possible stopping criterion. You should link the resulting program
-with the linker flags -lnlopt -lm on Unix.
+with the linker flags \-lnlopt \-lm on Unix.
.fi
.SH DESCRIPTION
NLopt is a library for nonlinear optimization. It attempts to
(unconstrained, i.e. a bound of infinity); it is possible to have
lower bounds but not upper bounds or vice versa. Alternatively, the
user can call one of the above functions and explicitly pass a lower
-bound of -HUGE_VAL and/or an upper bound of +HUGE_VAL for some design
+bound of \-HUGE_VAL and/or an upper bound of +HUGE_VAL for some design
variables to make them have no lower/upper bound, respectively.
(HUGE_VAL is the standard C constant for a floating-point infinity,
found in the math.h header file.)
al. to be more weighted towards local search. Does not support
unconstrainted optimization. There are also several other variants of
the DIRECT algorithm that are supported:
-.BR NLOPT_GLOBAL_DIRECT ,
+.BR NLOPT_GN_DIRECT ,
which is the original DIRECT algorithm;
-.BR NLOPT_GLOBAL_DIRECT_L_RAND ,
+.BR NLOPT_GN_DIRECT_L_RAND ,
a slightly randomized version of DIRECT-L that may be better in
high-dimensional search spaces;
-.BR NLOPT_GLOBAL_DIRECT_NOSCAL ,
-.BR NLOPT_GLOBAL_DIRECT_L_NOSCAL ,
+.BR NLOPT_GN_DIRECT_NOSCAL ,
+.BR NLOPT_GN_DIRECT_L_NOSCAL ,
and
-.BR NLOPT_GLOBAL_DIRECT_L_RAND_NOSCAL ,
+.BR NLOPT_GN_DIRECT_L_RAND_NOSCAL ,
which are versions of DIRECT where the dimensions are not rescaled to
a unit hypercube (which means that dimensions with larger bounds are
given more weight).
.BR NLOPT_GD_STOGO_RAND ,
which is a randomized version of the StoGO search scheme. The StoGO
algorithms are only available if NLopt is compiled with C++ code
-enabled, and should be linked via -lnlopt_cxx instead of -lnlopt (via
+enabled, and should be linked via \-lnlopt_cxx instead of \-lnlopt (via
a C++ compiler, in order to link the C++ standard libraries).
.TP
.B NLOPT_LN_NELDERMEAD
with or without derivatives, and determines whether the objective
function needs gradients.)
.TP
-.B NLOPT_LD_MMA
+\fBNLOPT_LD_MMA\fR, \fBNLOPT_LD_CCSAQ\fR
Local (L) gradient-based (D) optimization using the method of moving
asymptotes (MMA), or rather a refined version of the algorithm as
published by Svanberg (2002). (NLopt uses an independent
-free-software/open-source implementation of Svanberg's algorithm.)
+free-software/open-source implementation of Svanberg's algorithm.) CCSAQ
+is a related algorithm from Svanberg's paper which uses a local quadratic
+approximation rather than the more-complicated MMA model; the two usually
+have similar convergence rates.
The
.B NLOPT_LD_MMA
algorithm supports both bound-constrained and unconstrained
.I stopval
is found: stop minimizing when a value <= \fIstopval\fR is found, or
stop maximizing when a value >= \fIstopval\fR is found. (Setting
-\fIstopval\fR to -HUGE_VAL for minimizing or +HUGE_VAL for maximizing
+\fIstopval\fR to \-HUGE_VAL for minimizing or +HUGE_VAL for maximizing
disables this stopping criterion.)
.TP
.BI "nlopt_result nlopt_set_ftol_rel(nlopt_opt " "opt" ,
.SH AUTHORS
Written by Steven G. Johnson.
.PP
-Copyright (c) 2007-2012 Massachusetts Institute of Technology.
+Copyright (c) 2007-2014 Massachusetts Institute of Technology.
.SH "SEE ALSO"
nlopt_minimize(3)