Hi, Steven, NLOPT is a very good optimization library. I want to keep using it. I am just stuck with the memory issue. For your question, I am using nlopt_minimize with algorithm NLOPT_LN_BOBYQA. I guess the memory leaking came from the going back and forth from C code to my C++ code when calling my object function (nlopt_func type). Some memory was not released after returning from my object function. Maybe you can give me some suggestions if it does not bother you.
Liang
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