default to COBYLA rather than subplex for local searches, since the latter...

default to COBYLA rather than subplex for local searches, since the latter doesn't handle bound constraints well

darcs-hash:20080901064050-c8de0-29a9cca7bc4ac2beec2976d64c1ed7fea96c97f4.gz

api/nlopt.c

@@ -234,7 +234,7 @@ static double f_direct(int n, const double *x, int *undefined, void *data_)
 
 /* default local-search algorithms */
 static nlopt_algorithm local_search_alg_deriv = NLOPT_LD_MMA;
-static nlopt_algorithm local_search_alg_nonderiv = NLOPT_LN_SUBPLEX;
+static nlopt_algorithm local_search_alg_nonderiv = NLOPT_LN_COBYLA;
 
 static int local_search_maxeval = -1; /* no maximum by default */
 

api/nlopt_minimize.3

@@ -305,9 +305,9 @@ avoid multiple local searches for the same local minimum.  The local
 search uses the derivative/nonderivative algorithm set by
 .I nlopt_set_local_search_algorithm
 (currently defaulting to
-.I NLOPT_LD_LBFGS
+.I NLOPT_LD_MMA
 and
-.I NLOPT_LN_SUBPLEX
+.I NLOPT_LN_COBYLA
 for derivative/nonderivative searches, respectively).  There are also
 two other variants, \fBNLOPT_GD_MLSL\fR and \fBNLOPT_GN_MLSL\fR, which use
 pseudo-random numbers (instead of an LDS) as in the original MLSL algorithm.

api/nlopt_minimize_constrained.3

@@ -407,9 +407,9 @@ avoid multiple local searches for the same local minimum.  The local
 search uses the derivative/nonderivative algorithm set by
 .I nlopt_set_local_search_algorithm
 (currently defaulting to
-.I NLOPT_LD_LBFGS
+.I NLOPT_LD_MMA
 and
-.I NLOPT_LN_SUBPLEX
+.I NLOPT_LN_COBYLA
 for derivative/nonderivative searches, respectively).  There are also
 two other variants, \fBNLOPT_GD_MLSL\fR and \fBNLOPT_GN_MLSL\fR, which use
 pseudo-random numbers (instead of an LDS) as in the original MLSL algorithm.