Changes between Version 4 and Version 5 of OptimizationProblems

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Timestamp:
04/20/07 04:42:57 (6 years ago)
Author:
jarrod.millman
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  • OptimizationProblems

    v4 v5  
    77 
    88This project is based on: 
    9  1. existing m-code from my OpenOpt experience (see below) 
     9 1. existing m-code from my [http://www.mathworks.com/matlabcentral/fileexchange/loadFile.do?objectId=13115&objectType=file OpenOpt] experience (see below) 
    1010 1. Fortran standalone routines from our optimization department 
    1111 1. lots of scipy solvers + connecting to other, already written. 
    1212 
    13 Now afaik essential free optimization environment is absent, but I strongly believe it's just a matter of time, like appearing Linux vs Unix was. And maybe from your decision will depend, will it be Python-based or Ruby- or caml- or fortress- or Java- or something else (by someone else). For example, I know that there are some efforts to make it in LispNYC.org project GSoC ideas, see for example 
    14 http://lispnyc.org/wiki.clp?page=soc07-details/quad-opt 
    15 'automatic placement of legends on function plots' 
    16 while those some scipy optimization solvers can't yield graphic output at all. 
    17  
    18 BTW there are usually some solvers for solving systems of non-linear equations (like MATLAB, scipy fsolve or my nonSmoothSolve) attached. 
     13= Background and motivation = 
     14Now afaik essential free optimization environment is absent, but I strongly believe it's just a matter of time, like appearing Linux vs Unix was. 
    1915 
    2016I already had some experience with my [http://www.mathworks.com/matlabcentral/fileexchange/loadFile.do?objectId=13115&objectType=file OpenOpt] for MATLAB/Octave, see the examples in directory !OpenOpt/Examples & some pictures generated automatically. 
    2117 
     18= Goal = 
    2219The environment will provide scaling, unified convenient text & graphics output, checking user-supplied analytical derivatives, parallel calculations (for example for numerical gradient/subgradient obtaining), easy comparison & similar to TOMLAB unified for all solvers call: 
    2320{{{ 
     
    3229Also in future I intend to connect glpk, lpsolve, COIN-OR & other free solvers to the environment. I don't mean writing python-c connection once again, I mean simple unified call {{{prob=LP(...), r=prob.run(solver, <optional options>)}}} with some benchmarking elements. As lot solvers as it can be done will be Python-written, for to avoid problems with installation C- & Fortran-code & for to RAD ability. 
    3330 
     31= Timeline = 
     32 
     33Two milestones are defined.  The first would be contributed to scipy.optimize and the second would be to scikits.optimize.  Note that scikits.optimize can require dependencies such as matplotlib or envisage, which is not allowed for scipy.optimize. 
     34 
     35 
     36== Milestone 1 == 
     37 
    3438 * write ralg() & ShorEllipsoid() solvers (Unconstrained: ~1 week, constrained: +2-3 weeks) 
    3539 * write nonSmoothSolve() : ~ 1-2 weeks 
     
    4044 * writing or connecting of some already existing NLP UC or box-bounded solvers 
    4145 * write module for checking 1st derivatives provided by user (less than 1 week) 
    42  
    43 = Timeline = 
    44  
    45 Two milestones are defined. 
    46  
    47 == Milestone 1 == 
    48  
    4946 
    5047Due *9th July.*