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- The code was sent by Professor Powell to Zaikun Zhang on December 16th, 2013.
- The file "email.txt" is the original email. The makefile was by Zhang.
- For more information on COBYLA, you might contact Professor Powell (mjdp@cam.ac.uk).
- December 16th, 2013 Zaikun Zhang (www.zhangzk.net)
- Below are the remarks from Professor Powell.
- ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
- COBYLA
- ~~~~~~
- Here is a single-precision Fortran implementation of the algorithm for
- constrained optimization that is the subject of the report I have written on
- "A direct search optimization method that models the objective and constraint
- functions by linear interpolation". This report has the number DAMTP 1992/NA5,
- University of Cambridge, and it has been published in the proceedings of the
- conference on Numerical Analysis and Optimization that was held in Oaxaca,
- Mexico in January, 1992, which is the book "Advances in Optimization and
- Numerical Analysis" (eds. Susana Gomez and Jean-Pierre Hennart), Kluwer
- Academic Publishers (1994).
- The instructions for using the Fortran code are given in the comments of
- SUBROUTINE COBYLA, which is the interface between the user and the main
- calculation that is done by SUBROUTINE COBYLB. There is a need for a linear
- programming problem to be solved subject to a Euclidean norm trust region
- constraint. Therefore SUBROUTINE TRSTLP is provided too, but you may have some
- software that you prefer to use instead. These 3 subroutines are separated by
- lines of hyphens below. Further, there follows the main program, the CALCFC
- subroutine and the output that are appropriate to the numerical examples that
- are discussed in the last section of DAMTP 1992/NA5. Please note, however,
- that some cosmetic restructuring of the software has caused the given output
- to differ slightly from Table 1 of the report.
- There are no restrictions on the use of the software, nor do I offer any
- guarantees of success. Indeed, at the time of writing this note I had applied
- it only to test problems that have up to 10 variables.
- Mike Powell (May 7th, 1992).
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