Local (L) derivative-free (N) optimization using the BOBYQA algorithm
of Powell, based on successive quadratic approximations of the
objective function, supporting bound constraints.
+.TP
+.B NLOPT_AUGLAG
+Optimize an objective with nonlinear inequality/equality constraints
+via an unconstrained (or bound-constrained) optimization algorithm,
+using a gradually increasing "augmented Lagrangian" penalty for
+violated constraints. Requires you to specify another optimization
+algorithm for optimizing the objective+penalty function, using
+\fInlopt_set_local_optimizer\fR. (This subsidiary algorithm can be
+global or local and with or without derivatives, but you must specify
+its own termination criteria.) A variant, \fBNLOPT_AUGLAG_EQ\fR, only
+uses the penalty approach for equality constraints, while inequality
+constraints are handled directly by the subsidiary algorithm (restricting
+the choice of subsidiary algorithms to those that can handle inequality
+constraints).
.SH STOPPING CRITERIA
Multiple stopping criteria for the optimization are supported, as
specified by the functions to modify a given optimization problem
.SH LOCAL OPTIMIZER
Some of the algorithms, especially MLSL and AUGLAG, use a different
optimization algorithm as a subroutine, typically for local
-optimization. By default, they use MMA or COBYLA for gradient-based
-or derivative-free searching, respectively. However, you can change
+optimization. By default, MLSL uses MMA or COBYLA for gradient-based
+or derivative-free searching, respectively. You can change
the local search algorithm and its tolerances by calling:
.sp
.BI " nlopt_result nlopt_set_local_optimizer(nlopt_opt " "opt" ,
.sp
Here, \fIlocal_opt\fR is another \fBnlopt_opt\fR object whose
parameters are used to determine the local search algorithm and
-stopping criteria. (The objective function and nonlinear-constraint
-parameters of \fIlocal_opt\fR are ignored.) The dimension \fIn\fR of
-\fIlocal_opt\fR must match that of \fIopt\fR.
+stopping criteria. (The objective function, bounds, and
+nonlinear-constraint parameters of \fIlocal_opt\fR are ignored.) The
+dimension \fIn\fR of \fIlocal_opt\fR must match that of \fIopt\fR.
.sp
This function makes a copy of the \fIlocal_opt\fR object, so you can
freely destroy your original \fIlocal_opt\fR afterwards.