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Tuesday, October 7, 2008
oovar and oolin
I have committed my implementation of oovar and oolin to OpenOpt svn repository.
So, 2 new entries to
oofun doc webpage
have been added:
using oovar (
O
pen
O
pt
Var
iable)
using oolin (that is
lin
ear
oo
fun)
Currently oolin(f) returns (f, x) (that is numpy.dot). In future I intend to add c: oolin(f, c) is (f, x) + c.
Also, mb ooquad(H, f, c) will be implemented in future (that is 0.5 * x
T
Hx + fx + c).
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Example of 10X speedup for NLP via oofun
oovar and oolin
new Python optimization soft: Pyomo
Very important bugfix for nonlinear problems
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