On 10/8/10 12:46 PM, Raymond Toy wrote:
>
> So, I'll add colbya in share/colbya shortly.
Done. I changed how it behaves so the examples that I gave previously
won't work. I decided to make the parameter list compatible with
augmented_lagrangian, and also made the output somewhat like
augmented_lagrangian.
(%i142) fmin_cobyla(x1*x2, [x1, x2], [1-x1^2-x2^2], [1,1], iprint=1);
Normal return from subroutine COBYLA
NFVALS = 66 F =-5.000000E-01 MAXCV = 1.999956E-12
X = 7.071058E-01 -7.071077E-01
Evaluation took 0.0100 seconds (0.0400 elapsed) using 372.023 KB.
(%o142) [[x1 = .7071058493484819, x2 = - .7071077130247994],
- .4999999999992633, [-1.999955756559757e-12], 66]
So the first element is the solution, the second is the value of the
function, the third is the value of the constraint, and the last is the
number of function evaluations.
There is some documentation in share/cobyla/fmin_cobyla.mac. I haven't
written anything else.
Ray