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Py-BOBYQA should have a MATLAB interface which mimics fminunc/fminsearch.
MATLAB's Python interface doesn't support callable functions (e.g. objfun), so need to go through the C interface to both languages. The project https://github.com/dgorissen/pymatopt does this in the opposite direction (calling MATLAB's optimization routines for Python objectives).
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lindonroberts commentedon Mar 14, 2019
Could also consider an AMPL interface?