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add generic algorithm parameters API #365

Merged
merged 8 commits into from
Nov 19, 2020
Merged

add generic algorithm parameters API #365

merged 8 commits into from
Nov 19, 2020

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stevengj
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@stevengj stevengj commented Nov 18, 2020

This PR adds a new API nlopt_set_param(opt, "name", val) to set arbitrary named parameters for an optimizer. This gives us a generic API to set internal parameters of algorithms.

For example, it fixes #329 by adding the API:

nlopt_set_param(opt, "inner_maxeval", 10);
nlopt_set_param(opt, "dual_ftol_rel", 1e-8);

to set these parameters for the MMA or CCSA algorithms.

To do:

  • Documentation

No Matlab or Fortran bindings for this API. (Passing strings between Fortran and C is hard to do portably from the C side.)

@stevengj
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stevengj commented Nov 18, 2020

(Note: append ?w=1 to the diff URL to ignore whitespace changes.)

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Max inner iterations for MMA
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