Free Python optimization framework

Friday, July 4, 2008

First converter is ready: llsp2nlp

I have committed some changes, so LLSP class has new form:
0.5*||C*x-d||2 + 0.5*damp*||x-X||2 + fTx-> min

subjected to:
lb <= x <= ub

A*x <= b, Aeq*x = beq constraints are intended to be added in future.

Using llsp2nlp converter is performed via

r = p.solve('nlp:NLPSolverName')

for example
r = p.solve('nlp:ralg')

For more details read LLSP webpage.

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