Optimization Without Using Derivatives: the PRIMA Package, its Fortran Implementation, and Its Inclusion in SciPy

Welcome @ito ! Thank you very much for offering to help!

I hope the modern Fortran code of PRIMA is understandable even for those who are not familiar with modern Fortran. The syntax and style are extremely close to MATLAB. Indeed, I purposely refrained from using Fortran-specific constructs during the development, so that the code is easy to be translated into other languages. At least, it is easy if the target language is MATLAB.

I was thinking about developing some tool to translate the code automatically, or semi-automatically with minimum postprocessing that will be done manually. This is indeed how we obtained the MATLAB implementation of NEWUOA, one of the five solvers in PRIMA. Most of the MATLAB code was generated by some Ocaml scripts. The code was then post-processed using some bash script and by hand. Do you think this is possible for Python?

Many thanks again!