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OpenOpt v 0.25 - free optimization toolbox
From: |
Dmitrey |
Subject: |
OpenOpt v 0.25 - free optimization toolbox |
Date: |
Fri, 15 Dec 2006 19:15:48 +0200 |
User-agent: |
Thunderbird 1.5.0.8 (Windows/20061025) |
| Hi all,
| So OpenOpt v 0.25 (free optimization toolbox, GNU GPL2) is reliesed
| Link for download:
| http://www.box.net/public/6bsuq765t4#main
| Installation: just add reqursively to path.
| Now 6 solvers are available:
| 4 global (1 of them uses inner local 1st-order solver);
| 2 local non-smooth:
| ShorElipsoid() for small nVars ~ 1...10
| ralg() for nVars up to ~ some thouzands, fminsearch analog, that can use
| (sub)gradient provided by user, can handle lb-ub but using hand-turned
| penalty (functions for all type of constraints) currently is preferrable.
|
| it can be running in both MATLAB & Octave but
| 1) I have problems with plot()
| even plot([1 2], [3 4]) don't work - some problems with connection to
| GNUplot
| May be I use something wrong?
| So currently graphic output is unavailable for Octave.
| things I use along with plot(): legend(), xlabel(), ylabel(), drawnow(),
| title(), specifiers and colors as plot() parameters
| I have Mandriva Linux 2007 & Octave 2.9.9 from octave.org mirror
| (octave.org was unavailable for some days)
| 2) I intend to connect rsqp toolbox v 1.0 by Institute of Industrial
| Control, Zhejiang University
| It handles some tasks much better than fmincon (those that I construct &
| tested - in factor of 2-5), but not all constraints are available for now.
| however it requires at least colamd() analog - this one for some reasons
| says he don't want to work in Octave.
| BTW in the homepage colamd authors says version for 64-bit is not ready yet.
| Also, some problems with license exist - rsqp authors call Matworks QP
| routine.
| 3)currently OpenOpt abilities are very limited, its' further development
| will strongly depends on how much money we will found.
| 4)some solvers run very slow in Octave vs MATLAB. I guess this is due to
| JIT accelerator, that is currently absent in Octave. In my solvers I
| used vectorization where possible, and some more I updated, but some
| cycles still present in, for example, buscarnd() & anneal().
| Best regards,
| Dmitrey (last-year postgraduate),
| Instityte of cybernetics, Ukraine national sciences academy.
| www.icyb.kiev.ua
- OpenOpt v 0.25 - free optimization toolbox,
Dmitrey <=