14 unstable releases (4 breaking)
|0.5.1||Oct 19, 2023|
|0.5.0||Oct 13, 2023|
|0.4.0||Oct 6, 2023|
|0.3.3||Aug 24, 2023|
|0.1.2||Jan 21, 2021|
#286 in Algorithms
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Used in 4 crates (2 directly)
cobyla - a pure Rust implementation
COBYLA is an algorithm for minimizing a function of many variables. The method is derivatives-free (only the function values are needed) and take into account constraints on the variables. The algorithm is described in:
M.J.D. Powell, "A direct search optimization method that models the objective and constraint functions by linear interpolation," in Advances in Optimization and Numerical Analysis Mathematics and Its Applications, vol. 275 (eds. Susana Gomez and Jean-Pierre Hennart), Kluwer Academic Publishers, pp. 51-67 (1994).
The algorithm comes into two flavours :
- As an argmin solver, the Rust code was generated from the C code from here
- As a function
minimize, the Rust code was generated from the C code of the NLopt project (version 2.7.1)
cargo run --example paraboloid
- rust-nlopt: the Rust binding of the NLopt project
- argmin: the pure-Rust optimization framework
- slsqp: a pure Rust implementation of the SLSQP algorithm.
The project is released under MIT License.