MATLAB interface
lindonroberts opened this issue · 1 comments
lindonroberts commented
Py-BOBYQA 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 commented
Could also consider an AMPL interface?