Free Python optimization framework

Thursday, September 18, 2008

new converter: qp2nlp

I have committed qp2nlp converter, see QP page for details.
Let me note that if a problem have been converted to NLP from QP, LLSP, LP (latter will be added soon), then the following lines are automatically appended to ipopt.opt file:

jac_c_constant yes
jac_d_constant yes
hessian_constant yes

Also, bugfix for example has been committed:

Instead of
x1^2 + 2x2^2 + 3x3^2 + 15x1 + 8x2 + 80x3 -> min

we have
0.5 * (x1^2 + 2x2^2 + 3x3^2) + 15x1 + 8x2 + 80x3 -> min

I.e. if H = diag((1,2,3)), instead of
xHx + fx -> min

we search for
0.5 * xHx + fx -> min

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