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Re: nonlinear optimization code (was Suggestion for improving Octave)

From: John W. Eaton
Subject: Re: nonlinear optimization code (was Suggestion for improving Octave)
Date: Thu, 12 May 2005 13:18:08 -0400

On 12-May-2005, address@hidden wrote:

| I have secured permission from Yinyu Ye to release his self-contained
| "solnp" dense constrained nonlinear solver, under GPL.  It is just two
| functions, written entirely in Octave.  It is simpler to use, works
| well, and ran twice as fast as a reimplementation of the
| method-of-multipliers I wrote.
| I've heavily commented and restructured the code, added diagnostics,
| added references, corrected confusing typo's, and made minor changes to
| avoid globals (but as far as I can tell, the code was bug free, so
| what's out there is safe to use), and created a developer-friently test
| suite for it.
| I still need to port the (substantial) documentation to texi, and 
| create some automatic validation to run as part of a build.
| Rather than have many different versions floating around, I really want
| to get an official and up-to-date version submitted as part of Octave.
| If someone else would like to take up the challenge of releasing the
| updated solnp into Octave, I would be happy to pass the baton: 3 .m
| files, plain .tex file, and some notes -- I can't justify silently
| sitting on it any longer, and it is still not at the top of my very long
| to do list.

Yes, I would be interested in looking at it.

I've recently added my own sqp.m function to Octave, along with a
qp.m.  You can find them in the current CVS archive and also in 2.9.2,
I think.  Both could use some work, but I'd also be happy to have
something else that is better.



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