prima

A native port is indeed planned. However, since we are talking about a project of about 10K lines of code (though many of the lines are comments), such a port will not be delivered very soon. In fact, native implementations of PRIMA in Python, MATLAB, C++, Julia, and R will all be done in the future. See https://github.com/libprima/prima#other-languages . But they will take time. PRIMA has been a one-man project since it started three years ago. Community help is greatly needed. Thanks.

It sounds like this was a difficult task. The motivation to fulfill Prof. Powell's request and help the community of derivative-free optimization users must have been strong. Congratulations on your achievement! From the GitHub README: > In the past years, while working on PRIMA, I have spotted a dozen of bugs in reputable Fortran compilers and two bugs in MATLAB. Each of them represents days of bitter debugging, which finally led to the conclusion that it was not a problem in my code but a flaw in the Fortran compilers or in MATLAB. From a very unusual angle, this reflects how intensive the coding has been. > The bitterness behind this "fun" fact is exactly why I work on PRIMA: I hope that all the frustrations that I have experienced will not happen to any user of Powell's methods anymore. I hope I am the last one in the world to decode

I have some funding available if someone here would like to undertake the project of getting PRIMA into SciPy, although the person must come to work at my university in Hong Kong, as the funding cannot be used online/abroad. I can open a research assistant or postdoc position for the project. My contact can be found at https://github.com/libprima/prima . Thanks.

Agreed. If (approximate) 1st-order information can be obtained in any way (even by *carefully* deployed finite difference), then gradient-based methods should be used. It is wrong to use DFO in such cases. > DFOs tend to have issues past a few dozens variables. It seems that the PRIMA git repo https://github.com/libprima/prima shows results on problems of hundreds of variables. Not sure how to interpret the results.

GitHub repo of the project: https://github.com/libprima/prima

Extraction from https://github.com/libprima/prima “There do exist "translations" of Powell's Fortran 77 code into other languages. For example, NLopt contains a C version of COBYLA, NEWUOA, and BOBYQA, but the C code in NLopt is translated from the Fortran 77 code straightforwardly, if not automatically by f2c, and hence inherits the style, structure, and probably bugs of the original Fortran 77 implementation.” See also https://github.com/stevengj/nlopt/issues/501 , where the author of NLopt talks.