OpenOpt v 0.25 - free optimization toolbox
Dmitrey Kroshko <[email protected]> Fri, 15 Dec 2006 16:36:43 +0200
| Newsgroups | gmane.comp.gnu.octave.sources |
|---|---|
| Message-ID | <[email protected]> |
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