Free Python optimization framework

Sunday, May 18, 2008

major changes for non-linear constraints

After some code cleanup (still there is some more to be done) I have committed some changes for non-linear constraints handling. If your constraints are split, for example
p.c = [c1, c2, c3],
or
p.h = [h1, h2]

some solvers can take benefits (ralg for c and h, ALGENCAN for c; others available for now in OO cannot).

They will take less evaluations for these non-linear constraints.

Thursday, May 8, 2008

blas and lapack issues with CVXOPT installation

As I have made conclusion from my own experience with CVXOPT installation (from source, i.e. tarball), as well as from some user comments, CVXOPT sometimes cannot find lapack and blas, despite they are present.

I noticed that it searches for llapack and lblas, and despite I have libblas.so.3 and liblapack.so.3 (installed in my KUBUNTU 8.04, to /usr/lib, via aptitude) it doesn't work. So I had copied libblas.so.3 and liblapack.so.3 into files libblas.so and liblapack.so (same directory /usr/lib) and now all works ok (mb creating soft links would be enough?).

I hope CVXOPT developers will take it into account, mb this problem happens with some other OSes as well.

P.S. If you intend to use OO<->CVXOPT<->glpk connection don't forget to set BUILD_GLPK=1 in CVXOPT setup.py file. glpk should be already installed.

Wednesday, May 7, 2008

Some code cleanup

I have started some code cleanup (mentioned in OO timeline), some changes have been already committed and some more will be done from time to time, so current OO taken from svn or latest tarball can work unstably (of course, I have checked my tests before code commit, but some other may fail).

Thursday, May 1, 2008

Python Wins "Favorite Scripting Language" Award

(The information has been taken from PSF blog)
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Python Wins "Favorite Scripting Language" Award.

May 1, 2008 Linux Journal announced their 2008 Readers' Choice Awards today, and we are happy to say that Python won the Favorite Scripting Language category with 28.9% of the vote. PHP, Bash and Perl (in that order) won honorable mentions. Thanks to everyone who took the time to register their votes. Python's popularity does seem to be climbing this year, as attendance at the recent Chicago PyCon confirmed with a 77% increase in attendance. Let's hope that leads to career opportunities for Python users!

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Favorite Scripting Language:
  • Python (28.9%)

Honorable Mentions

  • PHP (21.7%)
  • bash (19.8%)
  • Perl (17%)

Wednesday, April 30, 2008

Using OpenOpt with KUBUNTU 8.04

After KUBUNTU 8.04 installation + python-matplotlib from channel I had a error message "can't find gtk module" (while using p.plot=1). After installation python-gtk2 from here all works ok.

Tuesday, April 29, 2008

new OO MILP solver: glpk

Another one MILP solver has been connected - glpk. This one can handle binary constraints: x_j should be from {0, 1} for all j from p.binVars (lpSolve cannot, but maybe setting for those coords
lb[j], ub[j] = 0, 1
and demand them to be integers (p.intVars = [...])
can be helpful).

Requires CVXOPT ver >= 1.0 + Python ver >= 2.4 (code contains Python set) + glpk.
See more details + example in OO MILP webpage (mentioned above).

Sunday, April 27, 2008

CVXOPT 1.0 has been released

CVXOPT developers have informed of release 1.0.

As I had informed, one of the changes is interface to GLPK integer LP solver. I intend to have the one connected to OO (till next.OO release). Currently single MILP solver connected to OO is lp_solve (as lpSolve).