Re: Optimization toolboxes -- cvx, sedumi, sdpt3

[Ben Abbott]

On Nov 21, 2011, at 12:25 AM, fork wrote:

> Has anyone had any success building any of these convex optimization products 
> in
> Octave?
> 
> They are GPL, so I don't feel guilty about using them....
> 
> ... but when I try to compile the mex files that come with them, I get odd
> errors, from wacky include errors (which seem to be fixed if I comment some ML
> specific include statements) to "bus errors" when I call them (which might be
> from only compiling a single command rather than all its possible friends).
> 
> If anyone had general advice or experience with this software, I would
> appreciate any help you can give. (I am just "jiggling levers until 
> (hopefully)
> things un-break".)
> 
> Thx

I looked at CVX a couple of years back. I looks very impressive to me. 
Unfortunatley, I don't think it can run under Octave. If I'm reading the code, 
it looks like they've added some keywords to Matlab.

> %********************************************************************
> % optimization
> %********************************************************************
> % formulate and solve the linear-phase lowpass filter design
> cvx_begin
>   variable delta
>   variable h(n+1,1);
> 
>   minimize( delta )
>   subject to
>     % passband bounds
>     Ap*h <= delta;
>     inv_pos(Ap*h) <= delta;
> 
>     % stopband bounds
>     abs( As*h ) <= Us;
> cvx_end

I haven't looked over the others you've mentioned, but I did notice the YALMIP 
which looks like it may run under Octave (I haven't tried)

        http://users.isy.liu.se/johanl/yalmip/pmwiki.php?n=Main.WhatIsYALMIP

Ben