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