From: stevenj <stevenj@alum.mit.edu>
Date: Mon, 1 Sep 2008 06:40:50 +0000 (-0400)
Subject: default to COBYLA rather than subplex for local searches, since the latter doesn... 
X-Git-Url: http://www.chiark.greenend.org.uk/ucgi/~ianmdlvl/git?a=commitdiff_plain;h=fc2a254fbf8dff272628c7117bd9ea223a4d5e85;p=nlopt.git

default to COBYLA rather than subplex for local searches, since the latter doesn't handle bound constraints well

darcs-hash:20080901064050-c8de0-29a9cca7bc4ac2beec2976d64c1ed7fea96c97f4.gz
---

diff --git a/api/nlopt.c b/api/nlopt.c
index 554f65b..9109a71 100644
--- a/api/nlopt.c
+++ b/api/nlopt.c
@@ -234,7 +234,7 @@ static double f_direct(int n, const double *x, int *undefined, void *data_)
 
 /* default local-search algorithms */
 static nlopt_algorithm local_search_alg_deriv = NLOPT_LD_MMA;
-static nlopt_algorithm local_search_alg_nonderiv = NLOPT_LN_SUBPLEX;
+static nlopt_algorithm local_search_alg_nonderiv = NLOPT_LN_COBYLA;
 
 static int local_search_maxeval = -1; /* no maximum by default */
 
diff --git a/api/nlopt_minimize.3 b/api/nlopt_minimize.3
index f97d610..b257003 100644
--- a/api/nlopt_minimize.3
+++ b/api/nlopt_minimize.3
@@ -305,9 +305,9 @@ avoid multiple local searches for the same local minimum.  The local
 search uses the derivative/nonderivative algorithm set by
 .I nlopt_set_local_search_algorithm
 (currently defaulting to
-.I NLOPT_LD_LBFGS
+.I NLOPT_LD_MMA
 and
-.I NLOPT_LN_SUBPLEX
+.I NLOPT_LN_COBYLA
 for derivative/nonderivative searches, respectively).  There are also
 two other variants, \fBNLOPT_GD_MLSL\fR and \fBNLOPT_GN_MLSL\fR, which use
 pseudo-random numbers (instead of an LDS) as in the original MLSL algorithm.
diff --git a/api/nlopt_minimize_constrained.3 b/api/nlopt_minimize_constrained.3
index fe34d25..b025d24 100644
--- a/api/nlopt_minimize_constrained.3
+++ b/api/nlopt_minimize_constrained.3
@@ -407,9 +407,9 @@ avoid multiple local searches for the same local minimum.  The local
 search uses the derivative/nonderivative algorithm set by
 .I nlopt_set_local_search_algorithm
 (currently defaulting to
-.I NLOPT_LD_LBFGS
+.I NLOPT_LD_MMA
 and
-.I NLOPT_LN_SUBPLEX
+.I NLOPT_LN_COBYLA
 for derivative/nonderivative searches, respectively).  There are also
 two other variants, \fBNLOPT_GD_MLSL\fR and \fBNLOPT_GN_MLSL\fR, which use
 pseudo-random numbers (instead of an LDS) as in the original MLSL algorithm.