<P> It works by iteratively approximating the actual constrained optimization problem with linear programming problems . During an iteration, an approximating linear programming problem is solved to obtain a candidate for the optimal solution . The candidate solution is evaluated using the original objective and constraint functions, yielding a new data point in the optimization space . This information is used to improve the approximating linear programming problem used for the next iteration of the algorithm . When the solution cannot be improved anymore, the step size is reduced, refining the search . When the step size becomes sufficiently small, the algorithm finishes . </P> <P> The COBYLA software is distributed under The GNU Lesser General Public License (LGPL). </P>

Constrained optimization by linear approximation (cobyla) algorithm