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Add C++ implementation of COBYLA #15

Add C++ implementation of COBYLA

Add C++ implementation of COBYLA #15

Workflow file for this run

name: Test CPP
on:
pull_request:
schedule:
- cron: '0 16 4-31/4 * *'
workflow_dispatch:
jobs:
test:
name: Run CPP tests
runs-on: ${{ matrix.os }}
strategy:
fail-fast: false
matrix:
os: [ubuntu-latest, ubuntu-24.04-arm, windows-latest, macos-latest]
steps:
- uses: actions/checkout@v6
- name: Install dependencies (Ubuntu)
if: runner.os == 'Linux'
run: sudo apt-get update && sudo apt-get install -y libeigen3-dev
- name: Install dependencies (macOS)
if: runner.os == 'macOS'
run: brew install eigen
- name: Install dependencies (Windows)
if: runner.os == 'Windows'
run: vcpkg install eigen3 --triplet x64-windows
- name: Set vcpkg toolchain (Windows)
if: runner.os == 'Windows'
shell: pwsh
run: echo "CMAKE_TOOLCHAIN_FILE=$env:VCPKG_INSTALLATION_ROOT/scripts/buildsystems/vcpkg.cmake" >> $env:GITHUB_ENV
- name: Build
run: |
cmake -DPRIMA_ENABLE_TESTING=ON -DCMAKE_CXX_STANDARD=17 -DCMAKE_CXX_STANDARD_REQUIRED=TRUE -DCMAKE_BUILD_TYPE=Release -B build -S cpp
cmake --build build -j3
- name: Test
run: ctest --test-dir build --output-on-failure --timeout 100 --schedule-random -V -j3