- Fix default constraint tolerance (set to zero, was 2e-4)
SLSQP optimizer in Rust (SLSQP stands for Sequential Least SQuares Programming). SLSQP Rust code was generated from NLopt 2.7.1 SLSQP C code thanks to c2rust transpiler then manually edited to make it work.
The algorithms is available as a minimize
function. See documentation for further details.
Currently slsqp
handle xinit
, bounds
, max_eval
, ftol_rel
, ftol_abs
, xtol_rel
, xtol_abs
and only inequality contraints (like c <= 0).
Gradients of the objective function and constraints have to be provided by the user for the method to work.