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relf committed Oct 12, 2023
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6 changes: 6 additions & 0 deletions CHANGELOG.md
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# Changelog

## [Unreleased]

SLSQP optimizer in Rust (SLSQP stands for Sequential Least SQuares Programming).
SLSQP Rust code was generated from [NLopt](https://github.com/stevengj/nlopt) 2.7.1 SLSQP C code thanks to [c2rust](https://github.com/immunant/c2rust) transpiler then manually edited to make it work.
31 changes: 25 additions & 6 deletions README.md
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# slsqp
# slsqp - a pure Rust implementation

[![tests](https://github.com/relf/slsqp/workflows/tests/badge.svg)](https://github.com/relf/slsqp/actions?query=workflow%3Atests)
[![tests](https://github.com/relf/cobyla/actions/workflows/tests.yml/badge.svg)](https://github.com/relf/cobyla/actions/workflows/tests.yml)
[![crates.io](https://img.shields.io/crates/v/slsqp)](https://crates.io/crates/slsqp)
[![docs](https://docs.rs/slsqp/badge.svg)](https://docs.rs/slsqp)

## slsqp 0.1.x
SLSQP is a sequential quadratic programming algorithm for nonlinearly constrained gradient-based optimization based on the implementation by Dieter Kraft and described in:

> Dieter Kraft, "A software package for sequential quadratic programming", Technical Report DFVLR-FB 88-28, Institut für Dynamik der Flugsysteme, Oberpfaffenhofen, July 1988.
> Dieter Kraft, "Algorithm 733: TOMP–Fortran modules for optimal control calculations," ACM Transactions on Mathematical Software, vol. 20, no. 3, pp. 262-281 (1994).
The Rust code was generated/adapted from the C code from the [NLopt](https://github.com/stevengj/nlopt) project (version 2.7.1).
The algorithme is available here as a `minimize` function.
An initial transpilation was done with [c2rust](https://github.com/immunant/c2rust) then the code was manually edited to make it work. The callback mechanism is inspired from the Rust binding of NLopt, namely [rust-nlopt](https://github.com/adwhit/rust-nlopt).

## Example

```bash
cargo run --example paraboloid
```

## Related projects

* [rust-nlopt](https://github.com/adwhit/rust-nlopt): the Rust binding of the [NLopt project](https://nlopt.readthedocs.io)
* [cobyla](https://github.com/relf/cobyla): a pure Rust implementation of the COBYLA algorithm.

## License

The project is released under MIT License.

SLSQP optimizer in Rust (SLSQP stands for Sequential Least SQuares Programming).
SLSQP Rust code was generated from [NLopt](https://github.com/stevengj/nlopt) 2.7.1 SLSQP C code thanks to [c2rust](https://github.com/immunant/c2rust) transpiler then
manually edited to make it work.

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