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since 2007/10/24

The page is obsolete, we have moved to openopt.org

Non-smooth problems (NSP)

f(x) -> min
subjected to

• Box - bound constraints
  • lb <= x <= ub (some coords of lb and ub can be +/- inf)
    
• General linear constraints
  • A*x <= b
    
  • Aeq*x = beq
    
• Non-linear constraints
  • c_i(x) <= 0, i = 0...I
    
  • h_j(x) = 0, j = 0...J
    
• here f(x), c(x), h(x) can be non-smooth and/or noisy

(NS problems are similar to NLP)

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OpenOpt NSP example >>>

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NSP solvers

solver	license	info
ralg	BSD	for medium-scaled problems (nVars = 1...1000); ill-conditioned, piecewise linear and polynomial, non-smooth & noisy ones are also allowed. r-algorithm with adaptive space dilation had been invented by Ukrainian academician Naum Z. Shor (my teacher //Dmitrey). This solver is intended to be enhanced from time to time. OO version 0.18 has bug for A, Aeq constraints handling, so update from svn or tarball is required. Detailed ralg info: >>>
ShorEllipsoid	BSD	currently unconstrained, for small-scale problems with nVars = 1..10, requires r0: norm(x0-x*)<r0)