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MATLAB interface #1

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lindonroberts opened this issue Mar 14, 2019 · 1 comment
Open

MATLAB interface #1

lindonroberts opened this issue Mar 14, 2019 · 1 comment
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@lindonroberts
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DFO-LS should have a MATLAB interface which mimics fminunc/fminsearch.

MATLAB's Python interface doesn't support callable functions (e.g. objfun), so need to go through the C interface to both languages. The project https://github.com/dgorissen/pymatopt does this in the opposite direction (calling MATLAB's optimization routines for Python objectives).
@lindonroberts lindonroberts self-assigned this Mar 14, 2019
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Could also consider an AMPL interface?

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