[Numpy-discussion] [ANN] Constrained optimization solver with guaranteed precision
Dmitrey
tmp50 at ukr.net
Mon Aug 15 15:21:30 EDT 2011
Hi all,
I'm glad to inform you that general constraints handling for interalg
(free solver with guaranteed user-defined precision) now is available.
Despite it is very premature and requires lots of improvements, it is
already capable of outperforming commercial BARON (example:
http://openopt.org/interalg_bench#Test_4) and thus you could be
interested in trying it right now (next OpenOpt release will be no
sooner than 1 month).
interalg can be especially more effective than BARON (and some other
competitors) on problems with huge or absent Lipschitz constant, for
example on funcs like sqrt(x), log(x), 1/x, x**alpha, alpha<1, when
domain of x is something like [small_positive_value, another_value].
Let me also remember you that interalg can search for all solutions of
nonlinear equations / systems of them where local solvers like
scipy.optimize fsolve cannot find anyone, and search single/multiple
integral with guaranteed user-defined precision (speed of integration
is intended to be enhanced in future).
However, only FuncDesigner models are handled (read interalg webpage
for more details).
Regards, D.
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://mail.python.org/pipermail/numpy-discussion/attachments/20110815/757d0828/attachment.html>
More information about the NumPy-Discussion
mailing list