COBYLA an algorithm for minimizing a function of many variables. The method is derivatives free (only the function values are needed) and take into account constraints on the variables. The algorithm is described in:
M.J.D. Powell, "A direct search optimization method that models the objective and constraint functions by linear interpolation," in Advances in Optimization and Numerical Analysis Mathematics and Its Applications, vol. 275 (eds. Susana Gomez and Jean-Pierre Hennart), Kluwer Academic Publishers, pp. 51-67 (1994).
COBYLA is now also implemented as an argmin::Solver to benefit from argmin framework tooling. See example
bash
cargo run --example paraboloid
COBYLA C code has been translated to Rust using c2rust then manually edited.
Rust wrapper for COBYLA optimizer (COBYLA stands for Constrained Optimization BY Linear Approximations). COBYLA C code was copied from here