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CHANGELOG.md

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Changelog

[Unreleased]

[0.1.1] - 2023-10-19

  • Fix default constraint tolerance (set to zero, was 2e-4)

[0.1.0] - 2023-10-13

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.