Free Python optimization framework

Thursday, November 8, 2007


As I had mentioned, if an NLP/NSP solver can handle 1st derivatives, OpenOpt will always pass the ones (obtained numerically according to user-defined p.diffInt, default values for NLP and NSP may differ); elseware sometimes Python cycles significantly slow down calculations (more times to update counters, more checks to be done etc).

So some solvers can't know does 1st derivatives obtained via numerical approximation (inexactly) or analytically.
I tried to supply correct value of HPTYPE right now, but some difficulties were encountered. Then ALGENCAN developers had informed me, that in future ALGENCAN versions HPTYPE will be adjusted more automatically, depending on which funcs & derivatives does user provide. Still I hope they will implement possibility somehow (via a param) to inform the solver that the derivatives supplied are obtained numerically (it can affect on choosing algorithms involved).

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