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Version 0.6

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@zaikunzhang zaikunzhang released this 04 Aug 14:45
· 1211 commits to main since this release

Compared to v0.5.1, the major changes are as follows.

  1. lincoa now supports the following constraints:
Aineq*x <= bineq, Aeq*x = beq, xl <= x <= xu
  1. cobyla now supports the following constraints:
nlconstr(x) <= 0, Aineq*x <= bineq, Aeq*x = beq, xl <= x <= xu

N.B.:
2.1. In Powell's implementation of cobyla, the constraints are constr(x) >= 0, where constr is a vector-valued function that wraps all constraints. In contrast, the nonlinear constraints we consider are nlconstr(x) <=0 (not >=0).
2.2. cobyla does not support nonlinear equality constraints directly. Such a constraint has to be wrapped as two inequality constraints before being passed to the Fortran code. The wrapping is left to be done by the MATLAB/Python/R/Julia interface. The MATLAB interface already does so.

  1. constr_modified is removed from the output of matlab/lincoa, so is the warning "%s:ConstraintModified".