From 249573317c198caf8901690d3d5ceae181efc217 Mon Sep 17 00:00:00 2001 From: stevenj Date: Mon, 14 Jun 2010 16:38:57 -0400 Subject: [PATCH] document NLOPT_AUGLAG darcs-hash:20100614203857-c8de0-2bedca71404918d8cf21d192768a3a082fd5895e.gz --- api/nlopt.3 | 24 +++++++++++++++++++----- 1 file changed, 19 insertions(+), 5 deletions(-) diff --git a/api/nlopt.3 b/api/nlopt.3 index b2e4359..3f5eaaf 100644 --- a/api/nlopt.3 +++ b/api/nlopt.3 @@ -476,6 +476,20 @@ superseded by BOBYQA. 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 @@ -642,8 +656,8 @@ objective function. .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" , @@ -652,9 +666,9 @@ the local search algorithm and its tolerances by calling: .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. -- 2.30.2