[Numpy-discussion] [ANN] Stochastic programming and optimization addon for FuncDesigner v. 0.421

Dmitrey tmp50 at ukr.net
Fri Nov 23 11:22:28 EST 2012

hi all,
I'm glad to inform you that stochastic programming and optimization addon
for FuncDesigner v. 0.421 has been released.

Now you can use gradient-based solvers for numerical optimization, such
as ALGENCAN, IPOPT, ralg, gsubg etc. Usually they work faster than
derivative-free (such as scipy_cobyla, BOBYQA)  or global (GLP) solvers,
e.g. on this example ALGENCAN time elapsed is less than 1 second while
scipy_cobyla spend ~20 sec. However pay attention that having function
P() in your problem may bring nonconvexity or some other issues to the
solver optimization trajectory, thus sometimes you'll have to use
derivative-free or GLP solvers (e.g. de) instead.

FuncDesigner is free (BSD license) cross-platform Python language written
software, while its stochastic programming and optimization addon,
written by same authors, is free for small-scaled problems with
educational or research purposes only.

For more details visit our website http://openopt.org

Regards, D.
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