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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



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