This may be out of scope for NLopt, because it only supports linear constraints. I intentionally limited NLopt to methods for relatively arbitrary functions and constraints, as there are so many other libraries for more specialized problems.
On Feb 25, 2014, at 1:57 PM, "[email protected]" <[email protected]> wrote: > Dear all, > > Professor Powell invented a new derivative-free algorithm named LINCOA. It > support linear constraints. There is already a wikipedia article: > > http://en.wikipedia.org/wiki/LINCOA > > Has anyone started implementing it? This would be awesome! > > Klaus > _______________________________________________ > NLopt-discuss mailing list > [email protected] > http://ab-initio.mit.edu/cgi-bin/mailman/listinfo/nlopt-discuss
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