Free Python optimization framework

Thursday, June 21, 2007

ALGENCAN: maybe, promising OO NLP solver?

As I have mentioned in suggestions about COIN-OR IPOPT and other solvers, adding several solvers with similar algorithms isn't a best idea, because they will suffer the same drawbacks. I guess if a user's vote would be organized "what do you want first of all from openopt", first of all they would chose "several good NLP solvers with as much types of constraints as possible, as well as 1st and 2nd derivatives", such as implementation of SQP, rSQP, IP, GRG etc (one from each class).
Now I'm busy with the OO native linearisation-based solver ('"lincher", today some more code have been added to svn repository), but maybe in future the University of Campinas and University of São Paulo (Brazilia) joint project ALGENCAN (GPL) solver should be added. The most important feature - it has Python bindings. I compiled the one rather easily in my Linux system (unfortunately, windows users can expect some problems) and executed a test from py-file example. However, some things are organised very inconvenient - ALGENCAN authors propose to solve a python-written optimization problem via modifying a py-file attached (, and some funcs there have rather non-standard interface.
Also, ALGENCAN misses linear constraints (Ax<=b, Aeq x = beq), there is only c(x)<=0, h(x)=0, their 1st derivatives (optionally) and lb-ub bounds. Of course, I can add linear constraints as non-lin (+ corresponding derivatives obtaining) automatically, like I do (primarily for ralg solver) in my openopt for matlab/octave package.

1 comment:

CAY said...

How install ALGENCAN in windows ?