NLopt Ruby

NLopt - nonlinear optimization - for Ruby

First, install NLopt. For Homebrew, use:

brew install nlopt

And for Ubuntu, use:

sudo apt-get install libnlopt0

Then add this line to your application’s Gemfile:

gem "nlopt"

Create an optimization

opt = NLopt::Opt.new("LN_COBYLA", 2)

Set the objective function

f = lambda do |x, grad|
  x[0] + x[1]
end
opt.set_min_objective(f)

Set constraints

opt.set_lower_bounds([1, 2])
opt.set_upper_bounds([3, 4])

Perform the optimization

xopt = opt.optimize([2, 3])

This library follows the NLopt Python API. You can follow Python tutorials and convert the code to Ruby in many cases. Feel free to open an issue if you run into problems.

View the changelog

Everyone is encouraged to help improve this project. Here are a few ways you can help:

• Report bugs
• Fix bugs and submit pull requests
• Write, clarify, or fix documentation
• Suggest or add new features

To get started with development:

git clone https://github.com/ankane/nlopt-ruby.git
cd nlopt-ruby
bundle install
bundle exec rake test