Free Python optimization framework

Monday, December 15, 2008

the blog is moved to new location

update your rss feeds if you want to get the posts furthermore.
New location:

OpenOpt (and my) Future

My interim in optimization dept is up to be finished.

Today I have spoken with my chiefs from about my further career.
They have informed me: because of financial crisis the situation is undefined.

Still I have some chances. Moreover, there are some chances I will be permitted to spent some work time for further openopt development.
However, it is provided some conditions to be satisfied.

Some days ago I had been forced to move my code out of scikits framework, my chiefs want me to host it inside Ukraine under our control (mb you know I had been refused to obtain veto rule for openopt code changes within scikits framework; I understand scipy community - they can't take taht something is hosted inside their server and is out of control, but I understand my chiefs position as well).

I have contacted (FOSS Ukraine dept), and they gladly allowed me to host it here.
Full transportation (svn repository, doc, wiki etc) will be finished within several days. But numerical optimization forum already works, you are welcome: I had noticed and are already taken by someone, so it's definitely correct time to go.

Thanks to Michailo Danilenko and Volodimir M. Lisivka from (LOU) community.
Special thanks to Wadim V. Mashkov and Michael Shigorin from community.

OpenOpt release 0.21

Hi all,
I'm glad to inform you about new OpenOpt release: v 0.21.

Changes since previous release 0.19 (June 15, 2008):

Backward incompatibility:
  • instead of "from scikits.openopt" now you should use "from openopt import ..."
  • LSP has been renamed to NLLSP
  • oofun with ordinary variables (x) support had been ceased (it's hard to keep maintaining), use oovars instead.
Until OpenOpt subversion repository will be finally moved to new host, you can download v 0.21 from here

Welcome to - new forum about numerical optimization and related free and open source software.

For assist with new host and forum
Thanks to Michailo Danilenko and Volodimir M. Lisivka from (aka LOU) community.
Special thanks to Wadim V. Mashkov and Michael Shigorin from community.

Regards, Dmitrey.

Some changes for oofun

Some changes for oofun:
  • oolin now can handle matrices: oolin(C) creates oofun that returns, inp_array); oolin(C, d) yields oofun that returns, x) + d. See updated oolin example.
  • add fixed variables handling for oovars. Now you can declare v.fixed = True or just v = oovar(..., fixed = True). So all oofuns that recursively depend on fixed oovars only will be calculated only once, and derivatives will be all-zero (hence no calculations will be required for those parts of code that depend on fixed oofuns only). In future it will be good to have inner fixed coords for oovars, like this: v.fixed = [0, 1, 15] (i.e. positions of fixed coords inside the oovar). See the fixed oovars example.
However, let me remember you that currently oolin(anything) is considered as non-linear code, i.e. it goes to non-linear constraints and objective function only. In future it should be implemented oolin(some_oovars) -> general linear constraints (Ax <= b, Aeq x = beq). As for lb <= x <= ub, they are handled correctly from oovar fields.

Saturday, December 6, 2008

some changes

I have committed some changes to OO Kernel, most important is a fix reducing time for connecting oovars to prob instance (the recursive function throw all oofuncs took too much time previously).